Multivariate Statistical Methods

Going Beyond the Linear

von György Terdik

418 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Frontiers in Probability and the Statistical Sciences
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9783030813949
• Sprache: Englisch
• Erscheinungsdatum: 28.10.2022
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing