Linear and graphical models for the multivariate complex normal distribution:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
New York u.a.
Springer
1995
|
| Series: | Lecture notes in statistics
101 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 183 S. graph. Darst. |
| ISBN: | 0387945210 |
Staff View
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| 245 | 1 | 0 | |a Linear and graphical models for the multivariate complex normal distribution |c H. H. Andersen ... |
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Record in the Search Index
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| adam_text | H.H. ANDERSEN, M. HOJBJERRE, D. S0RENSEN, AND P.S. ERIKSEN LINEAR AND
GRAPHIC AL MODELS FOR THE MULTIVARIATE COMPLEX NORMAL DISTRIBUTION
SPRINGER-VERLAG NEW YORK BERLIN HEIDELBERG LONDON PARIS TOKYO HONGKONG
BARCELONA BUDAPEST CONTENTS 1 PREREQUISITES 1 1.1 COMPLEX MATRIX ALGEBRA
1 1.2 A VECTOR SPACE ISOMORPHISM 3 1.3 COMPLEX RANDOM VARIABLES 4 1.4
COMPLEX RANDOM VECTORS AND MATRICES 7 2 THE MULTIVARIATE COMPLEX NORMAL
DISTRIBUTION 15 2.1 THE UNIVARIATE COMPLEX NORMAL DISTRIBUTION 15 2.1.1
THE STANDARD COMPLEX NORMAL DISTRIBUTION 15 2.1.2 THE COMPLEX NORMAL
DISTRIBUTION 18 2.2 THE MULTIVARIATE COMPLEX NORMAL DISTRIBUTION 22 2.3
INDEPENDENCE, MARGINAL AND CONDITIONAL DISTRIBUTIONS 27 2.4 THE
MULTIVARIATE COMPLEX NORMAL DISTRIBUTION IN MATRIX NOTATION 32 3 THE
COMPLEX WISHART DISTRIBUTION AND THE COMPLEX (7-DISTRIBUTION 39 3.1 THE
COMPLEX WISHART DISTRIBUTION 40 3.2 THE COMPLEX [7-DISTRIBUTION 55 4
MULTIVARIATE LINEAR COMPLEX NORMAL MODELS 67 4.1 COMPLEX MANOVA MODELS
67 4.2 MAXIMUM LIKELIHOOD ESTIMATION IN COMPLEX MANOVA MODELS 70 4.2.1
DISTRIBUTIONS OF THE MAXIMUM LIKELIHOOD ESTIMATORS 73 4.3 HYPOTHESIS
TESTING IN COMPLEX MANOVA MODELS 75 4.3.1 LIKELIHOOD RATIO TEST
CONCERNING THE MEAN 75 4.3.2 LIKELIHOOD RATIO TEST FOR INDEPENDENCE 80 5
SIMPLE UNDIRECTED GRAPHS 85 6 CONDITIONAL INDEPENDENCE AND MARKOV
PROPERTIES 99 6.1 CONDITIONAL INDEPENDENCE 99 6.2 MARKOV PROPERTIES IN
RELATION TO SIMPLE UNDIRECTED GRAPHS 106 7 COMPLEX NORMAL GRAPHICAL
MODELS 115 7.1 NOTATION 116 7.2 THE CONCENTRATION MATRIX 116 7.3 COMPLEX
NORMAL GRAPHICAL MODELS 118 7.4 MAXIMUM LIKELIHOOD ESTIMATION OF THE
CONCENTRATION MATRIX 121 7.4.1 ITERATIVE PROPORTIONAL SCALING 129 7.5
DECOMPOSITION OF THE ESTIMATION PROBLEM 137 7.5.1 ESTIMATION IN COMPLEX
NORMAL DECOMPOSABLE MODELS 145 7.6 HYPOTHESIS TESTING IN COMPLEX NORMAL
GRAPHICAL MODELS 147 7.6.1 HYPOUEIESIS TESTING IN COMPLEX NORMAL
DECOMPOSABLE MODELS 159 IX X CONTENTS BIBLIOGRAPHY 163 A COMPLEX
MATRICES 165 A.L COMPLEX VECTOR SPACE 165 A.2 BASIC OPERATIONS OF
COMPLEX MATRICES 166 A.3 INVERSE MATRIX 167 A.4 DETERMINANT AND
EIGENVALUES 167 A.5 TRACE AND RANK 168 A.6 CONJUGATE TRANSPOSE MATRIX
169 A.7 HERMITIAN MATRIX 170 A.8 UNITARY MATRIX 170 A.9 POSITIVE
SEMIDEFINITE COMPLEX MATRICES 171 A.10 POSITIVE DEFINITE COMPLEX
MATRICES 171 A.LL DIRECT PRODUCT 172 A.12 PARTITIONED COMPLEX MATRICES
173 B ORTHOGONAL PROJECTIONS 175 INDEX 177 NOTATION 181
|
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| isbn | 0387945210 |
| language | English |
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| spelling | Linear and graphical models for the multivariate complex normal distribution H. H. Andersen ... New York u.a. Springer 1995 X, 183 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 101 Analyse multivariée Analyse multivariée ram Cliques (Théorie des graphes) Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Graphes, théorie des ram Modèles linéaires (Statistique) Modèles linéaires (Statistique) ram Multivariate analyse gtt Normale verdeling gtt Distribution (Probability theory) Multivariate analysis Linear models (Statistics) Graph theory Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Lineares Modell (DE-588)4134827-8 gnd rswk-swf Ungerichteter Graph (DE-588)4384966-0 gnd rswk-swf Multivariate Normalverteilung (DE-588)4227589-1 s Lineares Modell (DE-588)4134827-8 s Ungerichteter Graph (DE-588)4384966-0 s DE-604 Andersen, Heidi H. Sonstige oth Lecture notes in statistics 101 (DE-604)BV002447846 101 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006865580&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Linear and graphical models for the multivariate complex normal distribution Lecture notes in statistics Analyse multivariée Analyse multivariée ram Cliques (Théorie des graphes) Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Graphes, théorie des ram Modèles linéaires (Statistique) Modèles linéaires (Statistique) ram Multivariate analyse gtt Normale verdeling gtt Distribution (Probability theory) Multivariate analysis Linear models (Statistics) Graph theory Multivariate Normalverteilung (DE-588)4227589-1 gnd Lineares Modell (DE-588)4134827-8 gnd Ungerichteter Graph (DE-588)4384966-0 gnd |
| subject_GND | (DE-588)4227589-1 (DE-588)4134827-8 (DE-588)4384966-0 |
| title | Linear and graphical models for the multivariate complex normal distribution |
| title_auth | Linear and graphical models for the multivariate complex normal distribution |
| title_exact_search | Linear and graphical models for the multivariate complex normal distribution |
| title_full | Linear and graphical models for the multivariate complex normal distribution H. H. Andersen ... |
| title_fullStr | Linear and graphical models for the multivariate complex normal distribution H. H. Andersen ... |
| title_full_unstemmed | Linear and graphical models for the multivariate complex normal distribution H. H. Andersen ... |
| title_short | Linear and graphical models for the multivariate complex normal distribution |
| title_sort | linear and graphical models for the multivariate complex normal distribution |
| topic | Analyse multivariée Analyse multivariée ram Cliques (Théorie des graphes) Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Graphes, théorie des ram Modèles linéaires (Statistique) Modèles linéaires (Statistique) ram Multivariate analyse gtt Normale verdeling gtt Distribution (Probability theory) Multivariate analysis Linear models (Statistics) Graph theory Multivariate Normalverteilung (DE-588)4227589-1 gnd Lineares Modell (DE-588)4134827-8 gnd Ungerichteter Graph (DE-588)4384966-0 gnd |
| topic_facet | Analyse multivariée Cliques (Théorie des graphes) Distribution (Théorie des probabilités) Graphes, théorie des Modèles linéaires (Statistique) Multivariate analyse Normale verdeling Distribution (Probability theory) Multivariate analysis Linear models (Statistics) Graph theory Multivariate Normalverteilung Lineares Modell Ungerichteter Graph |
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