株式会社極東書店トップ商品一覧Linear and Graphical Models : for the Multivariate Complex Normal Distribution. Softcover reprint of the original 1st ed. 1995.

商品詳細

Linear and Graphical Models

Linear and Graphical Models : for the Multivariate Complex Normal Distribution. Softcover reprint of the original 1st ed. 1995.

・ISBN 978-0-387-94521-7 paper EUR 99.99

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お気に入り
著者・編者Andersen, Heidi H. / Hojbjerre, Malene / Sorensen, Dorte / Eriksen, Poul S.,
シリーズLecture Notes in Statistics
出版社(Springer-Verlag New York Inc., US)
出版年月1995
ページ数183 pp.
言語ENG
ニュース番号<M25-17198>

解説

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.