Buch, Englisch, 418 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 651 g
Reihe: Frontiers in Probability and the Statistical Sciences
Going Beyond the Linear
Buch, Englisch, 418 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 651 g
Reihe: Frontiers in Probability and the Statistical Sciences
ISBN: 978-3-030-81394-9
Verlag: Springer International Publishing
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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Weitere Infos & Material
Some Introductory Algebra.- Tensor derivative of vector functions.- T-Moments and T-Cumulants.- Gaussian systems, T-Hermite polynomials, Moments and Cumulants.- Multivariate Skew Distributions.- Multivariate skewness and kurtosis.