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Linear and Graphical Models: For the Multivariate Complex Normal Distribution
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Linear and Graphical Models: For the Multivariate Complex Normal Distribution Paperback - 1995 - 1st Edition

by Heidi H. Andersen; Malene Hojbjerre; Dorte Sorensen


From the publisher

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.

First line

This chapter presents some definitions and results frequently used throughout this book.

Details

  • Title Linear and Graphical Models: For the Multivariate Complex Normal Distribution
  • Author Heidi H. Andersen; Malene Hojbjerre; Dorte Sorensen
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Pages 183
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Date 1995-05-19
  • Illustrated Yes
  • ISBN 9780387945217 / 0387945210
  • Weight 0.63 lbs (0.29 kg)
  • Dimensions 9.21 x 6.14 x 0.42 in (23.39 x 15.60 x 1.07 cm)
  • Library of Congress subjects Multivariate analysis, Distribution (Probability theory)
  • Library of Congress Catalog Number 95019290
  • Dewey Decimal Code 519.535
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Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in...
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Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101)

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Linear and Graphical Models : for the Multivariate Complex Normal Distribution
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Linear and Graphical Models : for the Multivariate Complex Normal Distribution

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Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101)

by Andersen, Heidi H.; Hojbjerre, Malene; Sorensen, Dorte; Eriksen, Poul S

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Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in...
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Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101)

by Andersen, Heidi H.; Hojbjerre, Malene; Sorensen, Dorte; Eriksen, Poul S

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