Multivariate statistical methods [Documento eletrónico] : going beyond the linear / by György Terdik
Language: 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 onlineItem type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
E-Books | Biblioteca NOVA FCT Online | Não Ficção | QA276.SPR FCT (Browse shelf(Opens below)) | 1 | Available | 97019 |
Browsing Biblioteca NOVA FCT shelves, Shelving location: Online, Collection: Não Ficção Close shelf browser (Hides shelf browser)
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.
There are no comments on this title.