Multivariate Statistical Methods: Going Beyond the Linear

This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that...
$373.68 AUD
$373.68 AUD
SKU: 9783030813949
Product Type: Books
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Author: György Terdik
Format: Paperback
Language: English
Subtotal: $373.68
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Multivariate Statistical Methods: Going Beyond the Linear by Terdik, György

Multivariate Statistical Methods: Going Beyond the Linear

$373.68

Multivariate Statistical Methods: Going Beyond the Linear

$373.68
Author: György Terdik
Format: Paperback
Language: English

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: György Terdik
Publisher: Springer
Published: 10/28/2022
Pages: 418
Binding Type: Paperback
Weight: 1.33lbs
Size: 9.21h x 6.14w x 0.88d
ISBN: 9783030813949

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