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

Book 8 of 72: Lecture Notes in Statistics

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

 
9780387945217: Linear and Graphical Models: for the Multivariate Complex Normal Distribution (Lecture Notes in Statistics, 101)

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.

"synopsis" may belong to another edition of this title.

Other Popular Editions of the Same Title

9781461242413: Linear and Graphical Models: for the Multivariate Complex Normal Distribution

Featured Edition

ISBN 10:  146124241X ISBN 13:  9781461242413
Publisher: Springer
Softcover