Multivariate Statistical Methods: Going Beyond the Linear (Hardback)
Hardcover 432 pages English Oct 24, 2021
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Multivariate Statistical Methods: Going Beyond the Linear (Hardback)
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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.
- Author:
- Gy?rgy Terdik
- Publisher:
- Springer
- Publication Date:
- Oct 24, 2021
- Number of pages:
- 432 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 3030813916
- ISBN-13:
- 9783030813918