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Linear and Graphical Models

Language EnglishEnglish
Book Paperback
Book Linear and Graphical Models Andersen
Libristo code: 04066993
Publishers Springer-Verlag New York Inc., May 1995
In the last decade, graphical models have become increasingly popular as a statistical tool. This bo... Full description
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In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.

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About the book

Full name Linear and Graphical Models
Author Andersen, Heidi H. (Aalborg University, Aalborg, Denmark), Hojbjerre, Malene (Aalborg University, Aalborg, Denmark), D. Sorensen, Eriksen, Poul S. (Aalborg University, Aalborg, Denmark)
Language English
Binding Book - Paperback
Date of issue 1995
Number of pages 183
EAN 9780387945217
ISBN 0387945210
Libristo code 04066993
Publishers Springer-Verlag New York Inc.
Weight 294
Dimensions 155 x 233 x 14

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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