Skip to main content
SpringerLink
Log in

Linear and Graphical Models

for the Multivariate Complex Normal Distribution

  • Book
  • © 1995

Overview

Authors:
  1. H. H. Andersen

    1. Department of Mathematics and Computer Science, Aalborg University, Aalborg 0, Denmark

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. M. Højbjerre

    1. Department of Mathematics and Computer Science, Aalborg University, Aalborg 0, Denmark

    View author publications

    You can also search for this author in PubMed   Google Scholar

  3. D. Sørensen

    1. Department of Mathematics and Computer Science, Aalborg University, Aalborg 0, Denmark

    View author publications

    You can also search for this author in PubMed   Google Scholar

  4. P. S. Eriksen

    1. Department of Mathematics and Computer Science, Aalborg University, Aalborg 0, Denmark

    View author publications

    You can also search for this author in PubMed   Google Scholar

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

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (7 chapters)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Prerequisites

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 1-13

  3. The Multivariate Complex Normal Distribution

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 15-37

  4. The Complex Wishart Distribution and the Complex U-distribution

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 39-66

  5. Multivariate Linear Complex Normal Models

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 67-84

  6. Simple Undirected Graphs

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 85-98

  7. Conditional Independence and Markov Properties

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 99-113

  8. Complex Normal Graphical Models

    • H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen
    Pages 115-161

  9. Back Matter

    Pages 163-185
    Download chapter PDF
Back to top

Keywords

About this book

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.

Authors and Affiliations

  • Department of Mathematics and Computer Science, Aalborg University, Aalborg 0, Denmark

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

Bibliographic Information

  • Book Title: Linear and Graphical Models

  • Book Subtitle: for the Multivariate Complex Normal Distribution

  • Authors: H. H. Andersen, M. Højbjerre, D. Sørensen, P. S. Eriksen

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-4240-6

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1995

  • Softcover ISBN: 978-0-387-94521-7Published: 19 May 1995

  • eBook ISBN: 978-1-4612-4240-6Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: 183

  • Topics: Probability Theory and Stochastic Processes

Publish with us

Policies and ethics

Back to top

Search

Navigation