Multivariate Statistical Methods: Going Beyond The Linear

This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations.?Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermite polynomials, moments, cumulants, skewness, and kurtosis. A general test of multivariate skewness and kurtosis is obtained from this treatment. Exercises are provided for each chapter to help the readers understand the methods. Lastly, the book includes a comprehensive list of references, equipping readers to explore further on their own.

Book Details

• Publisher: Springer
• eBook ISBN: 9783030813925, 3030813924
• Print ISBN: 9783030813918, 3030813916