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portada Multivariate Statistical Methods: Going Beyond the Linear
Type
Physical Book
Publisher
Language
English
Pages
418
Format
Hardcover
Dimensions
23.4x15.6x2.4 cm
Weight
0.78 kg.
ISBN13
9783030813918

Multivariate Statistical Methods: Going Beyond the Linear

György Terdik (Author) · Springer · Hardcover

Multivariate Statistical Methods: Going Beyond the Linear - Terdik, György

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Synopsis "Multivariate Statistical Methods: Going Beyond the Linear "

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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The book is written in English.
The binding of this edition is Hardcover.

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