1st Edition

Tensor Methods in Statistics Monographs on Statistics and Applied Probability

By P. McCullagh Copyright 1987
301 Pages
by Chapman & Hall

301 Pages
by Chapman & Hall

This book provides a systematic development of tensor methods in statistics, beginning with the study of multivariate moments and cumulants. The effect on moment arrays and on cumulant arrays of making linear or affine transformations of the variables is studied. Because of their importance in statistical theory, invariant functions of the cumulants are studied in some detail. This is followed... Read more
1. Index notation 2. Elementary theory of Cumulants 3. Generalized Cumulants 4. Sample Cumulants 5. Edgworth series 6. Saddlepoint approximation 7. Likelihood Functions 8. Ancillary Statistics

Biography

P. McCullagh