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Beschreibung
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.
Going Beyond the Linear
Going Beyond the Linear
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 27. Oktober 2021 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 811 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783030813918 |
| Seiten | 418 |