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Lecture Notes in Statistics

Bilinear Regression Analysis

An Introduction

Authors: von Rosen, Dietrich

  • Presents results for bilinear regression models and their connection to classical statistical multivariate analysis
  • Sheds new light on the notion of linear and bilinear multivariate models
  • Includes both advanced theory and results for the validation of models for applied data analysis
  • Employs examples, plots for tensor products and analyzed data sets to facilitate understanding
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eBook $64.99
price for USA in USD (gross)
  • ISBN 978-3-319-78784-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $84.99
price for USA in USD
  • ISBN 978-3-319-78782-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions. In order to analyze the bilinear regression models in an interpretable way, concepts from linear models are extended and applied to tensor spaces. Further, the book considers decompositions of tensor products into natural subspaces, and addresses maximum likelihood estimation, residual analysis, influential observation analysis and testing hypotheses, where properties of estimators such as moments, asymptotic distributions or approximations of distributions are also studied. Throughout the text, examples and several analyzed data sets illustrate the different approaches, and fresh insights into classical multivariate analysis are provided. This monograph is of interest to researchers and Ph.D. students in mathematical statistics, signal processing and other fields where statistical multivariate analysis is utilized. It can also be used as a text for second graduate-level courses on multivariate analysis.


About the authors

Dietrich von Rosen is a professor at the Department of Energy and Technology at the Swedish University of Agricultural Sciences. He graduated in mathematical statistics from Stockholm University, Sweden. His main research interest is multivariate analysis and its extensions, including repeated measurements analysis and high-dimensional analysis. He has published more than 100 papers, the majority of which are within the above areas, as well as a book on advanced multivariate statistics and matrices in collaboration with Tõnu Kollo, professor of mathematical statistics at the University of Tartu, Estonia.

Table of contents (8 chapters)

  • Introduction

    von Rosen, Dietrich

    Pages 1-37

  • The Basic Ideas of Obtaining MLEs: A Known Dispersion

    von Rosen, Dietrich

    Pages 39-70

  • The Basic Ideas of Obtaining MLEs: Unknown Dispersion

    von Rosen, Dietrich

    Pages 71-97

  • Basic Properties of Estimators

    von Rosen, Dietrich

    Pages 99-175

  • Density Approximations

    von Rosen, Dietrich

    Pages 177-220

Buy this book

eBook $64.99
price for USA in USD (gross)
  • ISBN 978-3-319-78784-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $84.99
price for USA in USD
  • ISBN 978-3-319-78782-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Bilinear Regression Analysis
Book Subtitle
An Introduction
Authors
Series Title
Lecture Notes in Statistics
Series Volume
220
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-78784-8
DOI
10.1007/978-3-319-78784-8
Softcover ISBN
978-3-319-78782-4
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XIII, 468
Number of Illustrations
42 b/w illustrations
Topics