Linear and Graphical Models: For The Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101, Band 101) - Softcover

Buch 8 von 72: Lecture Notes in Statistics

Andersen, Heidi H.

 
9780387945217: Linear and Graphical Models: For The Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101, Band 101)
Softcover
ISBN 10: 0387945210 ISBN 13: 9780387945217
Verlag: Springer, 2013

Inhaltsangabe

In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
0387945210
ISBN 13 
9780387945217
Einband
Taschenbuch
Anzahl der Seiten
200
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Vorgestellte Ausgabe

ISBN 10:  146124241X ISBN 13:  9781461242413
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Softcover