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Linear and Graphical Models: for the Multivariate Complex Normal Distribution Heidi H. Andersen Author
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Linear and Graphical Models: for the Multivariate Complex Normal Distribution Heidi H. Andersen Author - nuovo livro

ISBN: 9780387945217

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 … mais…

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Linear and Graphical Models - Heidi H. Andersen Malene Hojbjerre Dorte Sorensen Poul S. Eriksen
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Heidi H. Andersen Malene Hojbjerre Dorte Sorensen Poul S. Eriksen:

Linear and Graphical Models - primeira edição

1995, ISBN: 9780387945217

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[ED: Kartoniert / Broschiert], [PU: Springer New York], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In the last decade, graphical mode… mais…

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Linear and Graphical Models - Heidi H. Andersen/ Poul S. Eriksen/ Malene Hojbjerre/ Dorte Sorensen
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Heidi H. Andersen/ Poul S. Eriksen/ Malene Hojbjerre/ Dorte Sorensen:
Linear and Graphical Models - Livro de bolso

ISBN: 9780387945217

*Linear and Graphical Models* - for the Multivariate Complex Normal Distribution. Softcover reprint of the original 1st ed. 1995 / Taschenbuch für 106.99 € / Aus dem Bereich: Bücher, Wiss… mais…

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Heidi H. Andersen; Malene Hojbjerre; Dorte Sorensen; Poul S. Eriksen:
Linear and Graphical Models: for the Multivariate Complex Normal Distribution - Livro de bolso

1995, ISBN: 9780387945217

Soft cover, Gebraucht, sehr guter Zustand, Mathematics, Text is unmarked; pages are bright, though the page edges are ever so slightly edgeworn. Binding is tight and square. Covers show j… mais…

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Linear and Graphical Models - Heidi H. Andersen/ Poul S. Eriksen/ Malene Hojbjerre/ Dorte Sorensen
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Heidi H. Andersen/ Poul S. Eriksen/ Malene Hojbjerre/ Dorte Sorensen:
Linear and Graphical Models - Livro de bolso

ISBN: 0387945210

Linear and Graphical Models ab 117.49 € als Taschenbuch: for the Multivariate Complex Normal Distribution. Softcover reprint of the original 1st ed. 1995. Aus dem Bereich: Bücher, Wissens… mais…

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Linear and Graphical Models: for the Multivariate Complex Normal Distribution Heidi H. Andersen Author

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.

Dados detalhados do livro - Linear and Graphical Models: for the Multivariate Complex Normal Distribution Heidi H. Andersen Author


EAN (ISBN-13): 9780387945217
ISBN (ISBN-10): 0387945210
Livro de bolso
Ano de publicação: 2007
Editor/Editora: Springer New York Core >1 >T
204 Páginas
Peso: 0,310 kg
Língua: eng/Englisch

Livro na base de dados desde 2007-05-16T11:57:14-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2024-04-01T08:35:07-03:00 (Sao Paulo)
Número ISBN/EAN: 9780387945217

Número ISBN - Ortografia alternativa:
0-387-94521-0, 978-0-387-94521-7
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: andersen poul, sorenson, henning hellmuth andersen, krickeberg, sorensen, per sveaas andersen, per sveas andersen, sørensen, heidi anders, sörensen, malene, erik eriksen
Título do livro: multivariate, model, normal, complex, linear statistics, linear notes, und, 101 notes, linear models with, andersen


Dados da editora

Autor: Heidi H. Andersen; Malene Hojbjerre; Dorte Sorensen; Poul S. Eriksen
Título: Lecture Notes in Statistics; Linear and Graphical Models - for the Multivariate Complex Normal Distribution
Editora: Springer; Springer US
183 Páginas
Ano de publicação: 1995-05-19
New York; NY; US
Língua: Inglês
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
Available
183 p.

BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; ANOVA; Estimator; Likelihood; Normal distribution; Random variable; Probability Theory; Stochastik; EA

1 Prerequisites.- 1.1 Complex Matrix Algebra.- 1.2 A Vector Space Isomorphism.- 1.3 Complex Random Variables.- 1.4 Complex Random Vectors and Matrices.- 2 The Multivariate Complex Normal Distribution.- 2.1 The Univariate Complex Normal Distribution.- 2.2 The Multivariate Complex Normal Distribution.- 2.3 Independence, Marginal and Conditional Distributions.- 2.4 The Multivariate Complex Normal Distribution in Matrix Notation.- 3 The Complex Wishart Distribution and the Complex U-distribution.- 3.1 The Complex Wishart Distribution.- 3.2 The Complex U-distribution.- 4 Multivariate Linear Complex Normal Models.- 4.1 Complex MANOVA Models.- 4.2 Maximum Likelihood Estimation in Complex MANOVA Models.- 4.3 Hypothesis Testing in Complex MANOVA Models.- 5 Simple Undirected Graphs.- 6 Conditional Independence and Markov Properties.- 6.1 Conditional Independence.- 6.2 Markov Properties in Relation to Simple Undirected Graphs.- 7 Complex Normal Graphical Models.- 7.1 Notation.- 7.2 The Concentration Matrix.- 7.3 Complex Normal Graphical Models.- 7.4 Maximum Likelihood Estimation of the Concentration Matrix.- 7.5 Decomposition of the Estimation Problem.- 7.6 Hypothesis Testing in Complex Normal Graphical Models.- A Complex Matrices.- A.1 Complex Vector Space.- A.2 Basic Operations of Complex Matrices.- A.3 Inverse Matrix.- A.4 Determinant and Eigenvalues.- A.5 Trace and Rank.- A.6 Conjugate Transpose Matrix.- A.7 Hermitian Matrix.- A.8 Unitary Matrix.- A.9 Positive Semidefinite Complex Matrices.- A.10 Positive Definite Complex Matrices.- A.11 Direct Product.- A.12 Partitioned Complex Matrices.- B Orthogonal Projections.- Notation.

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