Multivariate Statistical Methods: Going Beyond the Linear - Softcover

Terdik, György

 
9783030813949: Multivariate Statistical Methods: Going Beyond the Linear
Softcover
ISBN 10: 3030813940 ISBN 13: 9783030813949
Publisher: Springer, 2022

Synopsis

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.


"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2022
Language
English
ISBN 10 
3030813940
ISBN 13 
9783030813949
Binding
Paperback
Number of pages
434

Other Popular Editions of the Same Title

9783030813918: Multivariate Statistical Methods: Going Beyond the Linear (Frontiers in Probability and the Statistical Sciences)

Featured Edition

ISBN 10:  3030813916 ISBN 13:  9783030813918
Publisher: Springer, 2021
Hardcover