Multivariate statistical methods: going beyond the linear
Auteur :
Terdik, György
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030813949
Date de publication :
28 oct. 2022
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.