Frontiers in Probability and the Statistical Sciences
cover

Multivariate Statistical Methods

Going Beyond the Linear

Authors: Terdik, György

  • Presents a general method for deriving higher order statistics of multivariate distributions
  • Discusses multivariate skewness and kurtosis; provides ready-to-use expressions for estimating and testing
  • Provides exercises for each chapter and a list of references
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eBook 85,59 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: November 11, 2021
  • ISBN 978-3-030-81392-5
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 103,99 €
price for Spain (gross)
  • Due: November 11, 2021
  • ISBN 978-3-030-81391-8
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
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About this book

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.


About the authors

György Terdik received his PhD in 1982 at the Department of Probability Theory, State University of Leningrad, USSR. He has been a full-time professor at the Faculty of Informatics, University of Debrecen, Hungary since 2008. He has spent 10 semesters visiting different universities in the US including UC Berkeley and UC Santa Barbara, and the Case Western Reserve University, among others.

His research interests include multivariate nonlinear statistics, time series analysis, modelling high speed communication networks, bilinear and multi-fractal models, directional statistics, and spherical processes, spatial dependence and interaction between space and time.


Buy this book

eBook 85,59 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: November 11, 2021
  • ISBN 978-3-030-81392-5
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 103,99 €
price for Spain (gross)
  • Due: November 11, 2021
  • ISBN 978-3-030-81391-8
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Multivariate Statistical Methods
Book Subtitle
Going Beyond the Linear
Authors
Series Title
Frontiers in Probability and the Statistical Sciences
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-81392-5
DOI
10.1007/978-3-030-81392-5
Hardcover ISBN
978-3-030-81391-8
Series ISSN
2624-9987
Edition Number
1
Number of Pages
XIV, 418
Topics