Linear and Graphical Models | for the Multivariate Complex Normal Distribution

Heidi H. Andersen (u. a.)

ISBN 10: 0387945210 / ISBN 13: 9780387945217

Verlag: Springer, 1995

Linear and Graphical Models | for the Multivariate Complex Normal Distribution | Heidi H. Andersen (u. a.) | Taschenbuch | Lecture Notes in Statistics | 183 S. | Englisch | 1995 | Springer | EAN 9780387945217 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Bestandsnummer des Verkäufers 101733934

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.

Bibliografische Details

Titel: Linear and Graphical Models | for the ...
Verlag: Springer
Erscheinungsdatum: 1995
Einband: Taschenbuch
Zustand: Neu