Linear and Graphical Models: For the Multivariate Complex Normal Distribution (Softcover Reprint of the Original 1st 1995)

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

ISBN 10: 0387945210 / ISBN 13: 9780387945217

Published by Springer May 1995, 1995

About this Item

used trade paperback edition. lightly shelfworn, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.

Seller Inventory # 1521533

Bibliographic Details

• Title: Linear and Graphical Models: For the Multivariate Complex Normal Distribution (Softcover Reprint of the Original 1st 1995)
• Publisher: Springer May 1995
• Publication Date: 1995
• Language: English
• ISBN 10: 0387945210
• ISBN 13: 9780387945217
• Binding: Trade Paperback
• Condition: VG
• Seller catalogs:
  • MATH statistics

About this title

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.