Linear and Graphical Models: For The Multivariate Complex Normal Distribution: 101 (Lecture Notes in Statistics)

Linear and Graphical Models: For The Multivariate Complex Normal Distribution: 101 (Lecture Notes in Statistics)

by Heidi H. Andersen (Author)

Synopsis

In the last decade, graphical models have become increasingly popular as a statistical tool. 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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More Information

Format: Illustrated
Pages: 200
Edition: Softcover reprint of the original 1st ed. 1995
Publisher: Springer
Published: 08 Jun 1995

ISBN 10: 0387945210
ISBN 13: 9780387945217