Multivariate Statistical Methods

Name: Multivariate Statistical Methods
Brand: Springer, Berlin
SKU: 9783030813949
Price: 609.17 RON
Availability: InStock

Going Beyond the Linear

Autor: György Terdik

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Legare: Carte broșată

Editura: Springer, Berlin

Disponibilitate: În depozitul extern

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This book presents a general method for deriving higher-order statistics of multivariate distributio...

Informații despre carte

Autor

György Terdik

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2022

Pagini

418

EAN

9783030813949

Enbook ID

41632265

Editura

Springer, Berlin

Greutate

602

Dimensiuni

155 x 235 x 24

Descriere completă

This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermite polynomials, moments, cumulants, skewness, and kurtosis. A general test of multivariate skewness and kurtosis is obtained from this treatment. Exercises are provided for each chapter to help the readers understand the methods. Lastly, the book includes a comprehensive list of references, equipping readers to explore further on their own.

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Multivariate Statistical Methods

Going Beyond the Linear

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