Format:
1 Online-Ressource (XIV, 418 p.)
ISBN:
9783030813925
Series Statement:
Frontiers in Probability and the Statistical Sciences
Content:
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.
Content:
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.
Additional Edition:
ISBN 9783030813918
Additional Edition:
ISBN 9783030813932
Additional Edition:
ISBN 9783030813949
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9783030813918
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9783030813932
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9783030813949
Additional Edition:
Erscheint auch als Druck-Ausgabe Terdik, György Multivariate statistical methods Cham, 2021 ISBN 9783030813918
Language:
English
Subjects:
Mathematics
Keywords:
Statistik
DOI:
10.1007/978-3-030-81392-5
Bookmarklink
