Overview
- Comprehensive presentation of matrix algebra useful for statistics
- Advanced presentation of the normal, Wishart and the elliptical distributions
- A unified approach to multivariate density approximations
- An up-to-date treatment of multivariate linear normal models
- Throughout, for each topic, many unpublished results and derivations are given
Part of the book series: Mathematics and Its Applications (MAIA, volume 579)
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Table of contents (4 chapters)
Keywords
About this book
Reviews
From the reviews of the first edition:
"This book deals with applications for matrices for the study of distributions of statistics arising in multivariate statistical analysis. … The book is well-written and, for a serious student or researcher interested in applications of matrices to multivariate statistical analysis, I recommend this book strongly." (B. L. S. Prakasa Rao, Zentralblatt MATH, Vol. 1079, 2006)
Authors, Editors and Affiliations
Bibliographic Information
Book Title: Advanced Multivariate Statistics with Matrices
Authors: Tõnu Kollo, Dietrich Rosen
Editors: M. Hazewinkel
Series Title: Mathematics and Its Applications
DOI: https://doi.org/10.1007/1-4020-3419-9
Publisher: Springer Dordrecht
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media B.V. 2005
Hardcover ISBN: 978-1-4020-3418-3Published: 19 May 2005
Softcover ISBN: 978-90-481-6859-0Published: 22 January 2011
eBook ISBN: 978-1-4020-3419-0Published: 30 March 2006
Edition Number: 1
Number of Pages: XVI, 490
Topics: Statistical Theory and Methods, Linear and Multilinear Algebras, Matrix Theory, Approximations and Expansions