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Multivariate Statistical Methods
Av György Terdik, 2021.Del av serien Frontiers in Probability and the Statistical Sciences.
Going Beyond the Linear
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.
Språk: Engelsk
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Multivariate Statistical Methods
Av György Terdik, 2021.Del av serien Frontiers in Probability and the Statistical Sciences.
Going Beyond the Linear
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.
Oppdag mer
Normalpris: 1 349,-
1 214,-
Spar 135,-
Laveste pris siste 30 dager: 1 248,-
Språk: Engelsk
Ved å fullføre kjøpet aksepterer jeg kjøpsvilkårene.
Ikke tilgjengelig for Klikk&Hent
På nettlager. Bestilles fra England. Leveres normalt innen 5-8 virkedager.
1 214,-
Ved å fullføre kjøpet aksepterer du kjøpsvilkårene.
