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Multivariate statistical methods [Documento eletrónico] : going beyond the linear / by György Terdik

Main Author: Terdik, GyörgyLanguage: eng.Country: Switzerland, Swiss Confederation.Publication: Cham : Springer International Publishing, 2021Description: XIV, 418 p.ISBN: 978-3-030-81392-5.Series: Frontiers in probability and the statistical sciencesSubject - Topical Name: Statistics  | Mathematical statistics -- Data processing Online Resources:Click here to access online
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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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