Overview
- Describes recent developments in multivariate statistical analysis
- Contains contributions on high-dimensional data analysis
- Written by experts in the field and dedicated to Dietrich von Rosen
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Table of contents (20 chapters)
Keywords
About this book
This volume is a tribute to Professor Dietrich von Rosen on the occasion of his 65th birthday. It contains a collection of twenty original papers. The contents of the papers evolve around multivariate analysis and random matrices with topics such as high-dimensional analysis, goodness-of-fit measures, variable selection and information criteria, inference of covariance structures, the Wishart distribution and growth curve models.
Editors and Affiliations
About the editors
Thomas Holgersson is Professor of statistics at Linnaeus. He is currently a review panel member of the Swedish research council board and involved in the development of a nationwide graduate school in statistics. He has been working in multiple fields such as econometrics and time series analysis but is now primarily working with random matrix analysis. He is associate editor of Journal of Multivariate Analysis.
Martin Singull is Associate Professor in Mathematical Statistic and Head of Division of Mathematical Statistics at the Department of Mathematics, Linköping University. He is also Assistant Director for the Research School in Interdisciplinary Mathematics at Linköping University. Dr Singulls research focuses on supervised learning for Gaussian linear and bilinear (also known as Growth Curve) models with special focus on inference for covariance matrices with various structures.
Bibliographic Information
Book Title: Recent Developments in Multivariate and Random Matrix Analysis
Book Subtitle: Festschrift in Honour of Dietrich von Rosen
Editors: Thomas Holgersson, Martin Singull
DOI: https://doi.org/10.1007/978-3-030-56773-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2020
Hardcover ISBN: 978-3-030-56772-9Published: 18 September 2020
Softcover ISBN: 978-3-030-56775-0Published: 19 September 2021
eBook ISBN: 978-3-030-56773-6Published: 17 September 2020
Edition Number: 1
Number of Pages: XIII, 373
Number of Illustrations: 5 b/w illustrations, 15 illustrations in colour
Topics: Statistical Theory and Methods, Statistics for Life Sciences, Medicine, Health Sciences, Statistics for Business, Management, Economics, Finance, Insurance, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences