Multivariate Statistical Methods

Name: Multivariate Statistical Methods
Brand: Springer, Berlin
SKU: 9783030813949
Price: 115.72 EUR
Availability: InStock

Going Beyond the Linear

Автор: György Terdik

Език:

Корици: С меки корици

Издател: Springer, Berlin

Наличност: Външен склад

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115.72 € 226.32 лв

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

Информация за книгата

Автор

György Terdik

Език

Английски език

Корици

Книга - С меки корици

Издадена

2022

страници

418

EAN

9783030813949

Enbook ID

41632265

Издател

Springer, Berlin

Теглоt

602

Размери

155 x 235 x 24

Пълно описание

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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