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Multivariate Statistical Methods

Going Beyond the Linear

Language EnglishEnglish
Book Paperback
Book Multivariate Statistical Methods György Terdik
Libristo code: 41632265
Publishers Springer, Berlin, November 2021
This book presents a general method for deriving higher-order statistics of multivariate distributio... Full description
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41 248 Ft
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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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About the book

Full name Multivariate Statistical Methods
Language English
Binding Book - Paperback
Date of issue 2022
Number of pages 418
EAN 9783030813949
Libristo code 41632265
Publishers Springer, Berlin
Weight 602
Dimensions 155 x 235 x 24
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