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Linear and Graphical Models

Name: Linear and Graphical Models
Brand: Springer-Verlag New York Inc.
SKU: 04066993
Price: 103.07 EUR
Availability: InStock
Author: Andersen
ISBN: 9780387945217

Andersen

Heidi H. (Aalborg University

Aalborg

Denmark)

Hojbjerre

Malene (Aalborg University

Poul S. (Aalborg University

Aalborg

Denmark)

Language

English

Book Paperback

Libristo code: 04066993

Publishers Springer-Verlag New York Inc., May 1995

In the last decade, graphical models have become increasingly popular as a statistical tool. This bo... Full description

Libristo code: 04066993

249 b

103.07 €

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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.

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About the book

Full name 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 Book - Paperback

Date of issue 1995

Number of pages 183

EAN 9780387945217

ISBN 0387945210

Libristo code 04066993

Publishers Springer-Verlag New York Inc.

Weight 294

Dimensions 155 x 233 x 14