Bilinear Regression Analysis: An Introduction

Dietrich von Rosen

468 pages, parution le 02/08/2018

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Résumé

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.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 Tonu Kollo, professor of mathematical statistics at the University of Tartu, Estonia.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Dietrich von Rosen
Parution	02/08/2018
Nb. de pages	468
EAN13	9783319787824

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Bilinear Regression Analysis: An Introduction

Résumé

Caractéristiques techniques

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