000 03032nam a22004935i 4500
001 978-1-4020-3419-0
003 DE-He213
005 20251006084455.0
007 cr nn 008mamaa
008 100301s2005 ne | s |||| 0|eng d
020 _a9781402034190
020 _a99781402034190
024 7 _a10.1007/1-4020-3419-9
_2doi
082 0 4 _a519.5
_223
100 1 _aKollo, Tõnu.
_eauthor.
245 1 0 _aAdvanced Multivariate Statistics with Matrices
_h[electronic resource] /
_cby Tõnu Kollo, Dietrich Rosen ; edited by M. Hazewinkel.
264 1 _aDordrecht :
_bSpringer Netherlands,
_c2005.
300 _aXV, 489 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aMathematics and Its Applications ;
_v579
505 0 _aBasic Matrix Theory and Linear Algebra -- Multivariate Distributions -- Distribution Expansions -- Multivariate Linear Models.
520 _aThis book presents the authors' personal selection of topics in multivariate statistical analysis with emphasis on tools and techniques. Topics included range from definitions of multivariate moments, multivariate distributions, asymptotic distributions of commonly used statistics and density approximations to a modern treatment of multivariate linear models. The theory used is based on matrix algebra and linear spaces and applies lattice theory in a systematic way. Many of the results are obtained by utilizing matrix derivatives which in turn are built up from the Kronecker product and vec-operator. The matrix normal, Wishart and elliptical distributions are studied in detail. In particular, several moment relations are given. Together with the derivatives of density functions, formulae are presented for density approximations, generalizing classical Edgeworth expansions. The asymptotic distributions of many commonly used statistics are also derived. In the final part of the book the Growth Curve model and its various extensions are studied. The book will be of particular interest to researchers but could also be appropriate as a text-book for graduate courses on multivariate analysis or matrix algebra.
650 0 _aSTATISTICS.
650 0 _aMATRIX THEORY.
650 0 _aMATHEMATICS.
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
650 2 4 _aLINEAR AND MULTILINEAR ALGEBRAS, MATRIX THEORY.
650 2 4 _aAPPROXIMATIONS AND EXPANSIONS.
700 1 _aRosen, Dietrich.
_eauthor.
700 1 _aHazewinkel, M.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781402034183
830 0 _aMathematics and Its Applications ;
_v579
856 4 0 _uhttp://dx.doi.org/10.1007/1-4020-3419-9
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c60451
_d60451