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. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermite polynomials, moments, cumulants, skewness, and kurtosis.

• | : Gyoergy Terdik
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Oct 27, 2021
• | Country of Publication: Switzerland
• | Number of Pages: 418 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 3030813916
• | ISBN-13: 9783030813918