Multivariate Statistical Methods: Going Beyond The Linear
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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.Multivariate Statistical Methods: Going Beyond the Linear is written by Gy?rgy Terdik and published by Springer. ISBNs for Multivariate Statistical Methods are 9783030813925, 3030813924 and the print ISBNs are 9783030813918, 3030813916.
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