书目名称 | Linear and Graphical Models |
副标题 | for the Multivariate |
编辑 | H. H. Andersen,M. Højbjerre,P. S. Eriksen |
视频video | |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence. |
出版日期 | Book 1995 |
关键词 | ANOVA; Estimator; Likelihood; Normal distribution; Random variable |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4612-4240-6 |
isbn_softcover | 978-0-387-94521-7 |
isbn_ebook | 978-1-4612-4240-6Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer-Verlag New York, Inc. 1995 |