Advertisement

Linear and Graphical Models

for the Multivariate Complex Normal Distribution

  • H. H. Andersen
  • M. Højbjerre
  • D. Sørensen
  • P. S. Eriksen

Part of the Lecture Notes in Statistics book series (LNS, volume 101)

Table of contents

  1. Front Matter
    Pages i-x
  2. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 1-13
  3. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 15-37
  4. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 39-66
  5. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 67-84
  6. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 85-98
  7. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 99-113
  8. H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 115-161
  9. Back Matter
    Pages 163-185

About this book

Introduction

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.

Keywords

ANOVA Estimator Likelihood Normal distribution Random variable

Authors and affiliations

  • H. H. Andersen
    • 1
  • M. Højbjerre
    • 1
  • D. Sørensen
    • 1
  • P. S. Eriksen
    • 1
  1. 1.Department of Mathematics and Computer ScienceAalborg UniversityAalborg 0Denmark

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-4240-6
  • Copyright Information Springer-Verlag New York 1995
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94521-7
  • Online ISBN 978-1-4612-4240-6
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site