Multivariate Statistical Methods(Frontiers in Probability and the Statistical Sciences)

多元统计方法:*线性模式

数学史

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作      者
出  版 社
出版时间
2022年10月27日
装      帧
平装
ISBN
9783030813949
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页      码
418
语      种
英文
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图书简介
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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