Bilinear Regression Analysis (eBook)

An Introduction

Dietrich von Rosen (Autor)

eBook Download: PDF

2018 | 1st ed. 2018
XIII, 468 Seiten
Springer International Publishing (Verlag)
978-3-319-78784-8 (ISBN)

Infos

This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model and its extensions. In order to analyze the bilinear regression models in an interpretable way, concepts from linear models are extended and applied to tensor spaces. Further, the book considers decompositions of tensor products into natural subspaces, and addresses maximum likelihood estimation, residual analysis, influential observation analysis and testing hypotheses, where properties of estimators such as moments, asymptotic distributions or approximations of distributions are also studied. Throughout the text, examples and several analyzed data sets illustrate the different approaches, and fresh insights into classical multivariate analysis are provided. This monograph is of interest to researchers and Ph.D. students in mathematical statistics, signal processing and other fields where statistical multivariate analysis is utilized. It can also be used as a text for second graduate-level courses on multivariate analysis.

Dietrich von Rosen is a professor at the Department of Energy and Technology at the Swedish University of Agricultural Sciences. He graduated in mathematical statistics from Stockholm University, Sweden. His main research interest is multivariate analysis and its extensions, including repeated measurements analysis and high-dimensional analysis. He has published more than 100 papers, the majority of which are within the above areas, as well as a book on advanced multivariate statistics and matrices in collaboration with Tõnu Kollo, professor of mathematical statistics at the University of Tartu, Estonia.

Produkt-Details

• Erscheint lt. Verlag: 2.8.2018
• Reihe/Serie: Lecture Notes in Statistics
• Reihe/Serie: Lecture Notes in Statistics
• Zusatzinfo: XIII, 468 p. 42 illus.
• Verlagsort: Cham
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Medizin / Pharmazie ► Allgemeines / Lexika
• Schlagworte: 62H12, 62H15, 62H99, 62J20, 15A69, 15A03, 15A63 • bilinear regression analysis • generalised growth curve model • growth curve model • influence analysis • influential observation analysis • likelihood ratio testing • matrix theory • maximum likelihood estimation • Multivariate Statistical Analysis • residual analysis
• ISBN-10: 3-319-78784-5 / 3319787845
• ISBN-13: 978-3-319-78784-8 / 9783319787848