Linear and Graphical Models: for the Multivariate Complex Normal Distribution
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1995
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Schriftenreihe: | Lecture Notes in Statistics
101 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 |
Beschreibung: | 1 Online-Ressource (183p) |
ISBN: | 9781461242406 9780387945217 |
ISSN: | 0930-0325 |
DOI: | 10.1007/978-1-4612-4240-6 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Andersen, H. H. |
author_facet | Andersen, H. H. |
author_role | aut |
author_sort | Andersen, H. H. |
author_variant | h h a hh hha |
building | Verbundindex |
bvnumber | BV042420252 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA ZDB-2-BAE |
ctrlnum | (OCoLC)863759737 (DE-599)BVBBV042420252 |
dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-1-4612-4240-6 |
format | Electronic eBook |
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institution | BVB |
isbn | 9781461242406 9780387945217 |
issn | 0930-0325 |
language | English |
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series2 | Lecture Notes in Statistics |
spelling | Andersen, H. H. Verfasser aut Linear and Graphical Models for the Multivariate Complex Normal Distribution by H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen New York, NY Springer New York 1995 1 Online-Ressource (183p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 101 0930-0325 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Ungerichteter Graph (DE-588)4384966-0 gnd rswk-swf Lineares Modell (DE-588)4134827-8 gnd rswk-swf Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Multivariate Normalverteilung (DE-588)4227589-1 s Lineares Modell (DE-588)4134827-8 s Ungerichteter Graph (DE-588)4384966-0 s 1\p DE-604 Højbjerre, M. Sonstige oth Sørensen, D. Sonstige oth Eriksen, P. S. Sonstige oth https://doi.org/10.1007/978-1-4612-4240-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Andersen, H. H. Linear and Graphical Models for the Multivariate Complex Normal Distribution Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Ungerichteter Graph (DE-588)4384966-0 gnd Lineares Modell (DE-588)4134827-8 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
subject_GND | (DE-588)4384966-0 (DE-588)4134827-8 (DE-588)4227589-1 |
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 by H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen |
title_fullStr | Linear and Graphical Models for the Multivariate Complex Normal Distribution by H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen |
title_full_unstemmed | Linear and Graphical Models for the Multivariate Complex Normal Distribution by H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen |
title_short | Linear and Graphical Models |
title_sort | linear and graphical models for the multivariate complex normal distribution |
title_sub | for the Multivariate Complex Normal Distribution |
topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Ungerichteter Graph (DE-588)4384966-0 gnd Lineares Modell (DE-588)4134827-8 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Ungerichteter Graph Lineares Modell Multivariate Normalverteilung |
url | https://doi.org/10.1007/978-1-4612-4240-6 |
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