ENGLISH

Lectures on Dependency: Selected Topics in Multivariate Statistics (SpringerBriefs in Statistics)

By Thorsten Dickhaus

Book information

Publisher
Springer
Year
2022
ISBN
3030969312, 9783030969318
Language
english
Format
PDF
Filesize
1 MB (1322231 bytes)
Pages
70\64
Time added
2024-04-15 06:18:09

Description

This short book elaborates on selected aspects of stochastic-statistical dependencies in multivariate statistics. Each chapter provides a rigorous and self-contained treatment of one specific topic, poses a particular problem within its scope, and concludes by presenting its solution. The presented problems are not only relevant for research in mathematical statistics, but also entertaining, with elegant proofs and appealing solutions. The chapters cover correlation coefficients of bivariate normal distributions, empirical likelihood ratio tests for the population correlation, the rearrangement algorithm, covariances of order statistics, equi-correlation matrices, skew-normal distributions and the weighted bootstrap. This book is primarily intended for early-career researchers in mathematical statistics, but will also be interesting for lecturers in the field. Its goal is to rouse the reader’s interest, further their knowledge of the subject and provide them with some useful mathematical techniques.

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