Code: 04066993

Linear and Graphical Models

Name: Linear and Graphical Models
Brand: Springer-Verlag New York Inc.
SKU: 04066993
Price: 102.97 EUR
Availability: InStock
Author: Andersen
ISBN: 9780387945217

by Andersen, Heidi H. (Aalborg University, Aalborg, Denmark), Hojbjerre, Malene (Aalborg University, Aalborg, Denmark), D. Sorensen, Eriksen, Poul S. (Aalborg University, Aalborg, Denmark)

Language: English
Binding: Paperback
Number of pages: 183
Publisher: Springer-Verlag New York Inc., 1995
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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

102.97 €

Full title: Linear and Graphical Models
Author: Andersen, Heidi H. (Aalborg University, Aalborg, Denmark), Hojbjerre, Malene (Aalborg University, Aalborg, Denmark), D. Sorensen, Eriksen, Poul S. (Aalborg University, Aalborg, Denmark)
Language: English
Binding: Paperback
Number of pages: 183
EAN: 9780387945217
ISBN: 0387945210
ID: 04066993
Publisher: Springer-Verlag New York Inc.
Weight: 294 g
Dimensions: 233 × 155 × 14 mm
Date of publishing: 19. May 1995