Multivariate Statistical Methods : Going Beyond the Linear
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Overview
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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Details
- ISBN-13: 9783030813949
- ISBN-10: 3030813940
- Publisher: Springer
- Publish Date: October 2022
- Dimensions: 9.21 x 6.14 x 0.88 inches
- Shipping Weight: 1.33 pounds
- Page Count: 418
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