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Linear and Graphical Models: For the Multivariate Complex Normal Distribution

Linear and Graphical Models: For the Multivariate Complex Normal Distribution

Paperback

Series: Lecture Notes in Statistics, Book 101

Probability & Statistics

ISBN10: 0387945210
ISBN13: 9780387945217
Publisher: Springer Nature
Published: May 19 1995
Pages: 183
Weight: 0.63
Height: 0.42 Width: 6.14 Depth: 9.21
Language: English
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.

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Probability & Statistics