Linear and Graphical Models: For the Multivariate Complex Normal Distribution (BOK)

Heidi H. Andersen, Malene Hojbjerre, D. Sorensen, Poul S. Eriksen

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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.


Språk Engelsk Engelsk Innbinding Heftet
Utgitt 1995 Forfatter D. Sorensen, Heidi H. Andersen, Malene Hojbjerre, Poul S. Eriksen
ISBN 9780387945217
Antall sider 183 Dimensjoner 15,6cm x 23,4cm x 1cm
Vekt 640 gram Leverandør Bertram Trading Ltd
Emner og form Probability & statistics