Linear and Graphical Models: for the Multivariate Complex Normal Distribution
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Bibliographische Detailangaben
1. Verfasser: Andersen, H. H. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York, NY Springer New York 1995
Schriftenreihe:Lecture Notes in Statistics 101
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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

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