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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 - new book

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 … More...

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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 - First edition

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… More...

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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 - Paperback

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… More...

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

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… More...

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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 - Paperback

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… More...

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

0387945210


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.

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


EAN (ISBN-13): 9780387945217
ISBN (ISBN-10): 0387945210
Paperback
Publishing year: 2007
Publisher: Springer New York Core >1 >T
204 Pages
Weight: 0,310 kg
Language: eng/Englisch

Book in our database since 2007-05-16T15:57:14+01:00 (London)
Detail page last modified on 2024-04-01T12:35:07+01:00 (London)
ISBN/EAN: 0387945210

ISBN - alternate spelling:
0-387-94521-0, 978-0-387-94521-7
Alternate spelling and related search-keywords:
Book author: andersen poul, sorenson, henning hellmuth andersen, krickeberg, sorensen, per sveaas andersen, per sveas andersen, sørensen, heidi anders, sörensen, malene, erik eriksen
Book title: multivariate, model, normal, complex, linear statistics, linear notes, und, 101 notes, linear models with, andersen

Information from Publisher

Author: Heidi H. Andersen; Malene Hojbjerre; Dorte Sorensen; Poul S. Eriksen
Title: Lecture Notes in Statistics; Linear and Graphical Models - for the Multivariate Complex Normal Distribution
Publisher: Springer; Springer US
183 Pages
Publishing year: 1995-05-19
New York; NY; US
Language: English
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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