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Tensor Methods in Statistics

Tensor Methods in Statistics

Second Edition

by Peter McCullagh
Paperback
Publication Date: 18/07/2018

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A pioneering monograph on tensor methods applied to distributional problems arising in statistics, this work constitutes a valuable reference for graduate students and professional statisticians. Prerequisites include some knowledge of linear algebra, eigenvalue decompositions, and linear models as well as likelihood functions and likelihood ratio statistics.
Index notation is the favored mode of expression throughout the book. The first chapter introduces a number of aspects of index notation, groups, invariants, and tensor calculus, with examples drawn from linear algebra, physics, and statistics. Subsequent chapters form the core of the text, addressing moments, cumulants, and invariants. Additional topics include sample cumulants, Edgeworth series, saddlepoint approximation, likelihood functions, and ancillary statistics. More than 200 exercises form an integral part of the text.
ISBN:
9780486823782
9780486823782
Category:
Stochastics
Format:
Paperback
Publication Date:
18-07-2018
Language:
English
Publisher:
Dover Publications, Incorporated
Country of origin:
United States
Edition:
2nd Edition
Dimensions (mm):
229x152mm
Weight:
0.41kg

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