UID:
almahu_9949195067302882
Umfang:
XIV, 418 p.
,
online resource.
Ausgabe:
1st ed. 2021.
ISBN:
9783030813925
Serie:
Frontiers in Probability and the Statistical Sciences,
Inhalt:
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.
Anmerkung:
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.
In:
Springer Nature eBook
Weitere Ausg.:
Printed edition: ISBN 9783030813918
Weitere Ausg.:
Printed edition: ISBN 9783030813932
Weitere Ausg.:
Printed edition: ISBN 9783030813949
Sprache:
Englisch
DOI:
10.1007/978-3-030-81392-5
URL:
https://doi.org/10.1007/978-3-030-81392-5
