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Könyv Multivariate Statistical Methods György Terdik

Multivariate Statistical Methods

Going Beyond the Linear

Szerző: György Terdik
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer, Berlin
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
43 280 Ft
This book presents a general method for deriving higher-order statistics of multivariate distributio...

Információk a könyvről

Szerző
György Terdik
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2022
oldal
418
EAN
9783030813949
Enbook ID
41632265
Kiadó
Springer, Berlin
Súly
602
Méretek
155 x 235 x 24

Teljes leírás

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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