Multivariate Calculation
Autor R. H. Farrellen Limba Engleză Paperback – 21 oct 2011
Preț: 378.63 lei
Puncte Express: 568
Carte tipărită la comandă
Livrare economică 13-27 iulie
Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit de la 400.00 lei Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.
Specificații
ISBN-13: 9781461385301
ISBN-10: 146138530X
Pagini: 396
Ilustrații: 376 p.
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.6 kg
Ediția:Softcover reprint of the original 1st ed. 1985
Editura: Springer
Locul publicării:New York, NY, United States
ISBN-10: 146138530X
Pagini: 396
Ilustrații: 376 p.
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.6 kg
Ediția:Softcover reprint of the original 1st ed. 1985
Editura: Springer
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
1 Introduction and Brief Survey.- 1.1. Aspects of Multivariate Analysis.- 1.2. On the Organization of the Book.- 1.3. Sources and the Literature.- 1.4. Notations.- 2 Transforms.- 2.0. Introduction.- 2.1. Definitions and Uniqueness.- 2.2. The Multivariate Normal Density Functions.- 2.3. Noncentral Chi-Square, F-, and t-Density Functions.- 2.4. Inversion of Transforms and Hermite Polynomials.- 2.5. Inversion of the Laplace and Mellin Transforms.- 2.6. Examples in the Literature.- 3 Locally Compact Groups and Haar Measure.- 3.0. Introduction.- 3.1. Basic Point Set Topology.- 3.2. Quotient Spaces.- 3.3. Haar Measure.- 3.4. Factorization of Measures.- 3.5. Modular Functions.- 3.6. Differential Forms of Invariant Measures on Matrix Groups.- 3.7. Cross-Sections.- 3.8. Solvability, Amenability.- 4 Wishart’s Paper.- 4.0. Introduction.- 4.1. Wishart’s Argument.- 4.2. The Noncentral Wishart Density Function.- 4.3. James on Series, Rank 3.- 4.4. Related Problems.- 5 The Fubini-Type Theorems of Karlin.- 5.0. Introduction.- 5.1. The Noncentral t-Density.- 5.2. The Wishart Density Function.- 5.3. The Eigenvalues of the Covariance Matrix.- 5.4. The Generalized T.- 5.5. Remarks on Noncentral Problems.- 5.6. The Conditional Covariance Matrix.- 5.7. The Invariant S22-1/2S21S11-1S12S22-1/2.- 5.8. Some Problems.- 6 Manifolds and Exterior Differential Forms.- 6.0. Introduction.- 6.1. Basic Structural Definitions and Assumptions.- 6.2. Multilinear Forms, Algebraic Theory.- 6.3. Differential Forms and the Operator d.- 6.4. Theory of Integration.- 6.5. Transformation of Manifolds.- 6.6. Lemmas on Multiplicative Functionals.- 6.7. Problems.- 7 Invariant Measures on Manifolds.- 7.0. Introduction.- 7.1. ?nh.- 7.2. Lower Triangular Matrices, Left and Right Multiplication.- 7.3. S(h).- 7.4.The Orthogonal Group O(n).- 7.5. Grassman Manifolds Gk,n-k.- 7.6. Stiefel Manifolds Vk,n.- 7.7. Total Mass on the Stiefel Manifold, k = 1.- 7.8. Mass on the Stiefel Manifold, General Case.- 7.9. Total Mass on the Grassman Manifold Gk,n-k.- 7.10. Problems.- 8 Matrices, Operators, Null Sets.- 8.0. Introduction.- 8.1. Matrix Decompositions.- 8.2. Canonical Correlations.- 8.3. Operators and Gaussian Processes.- 8.4. Sets of Zero Measure.- 8.5. Problems.- 9 Examples Using Differential Forms.- 9.0. Introduction.- 9.1. Density Function of the Critical Angles.- 9.2. Hotelling T2.- 9.3. Eigenvalues of the Sample Covariance Matrix XtX.- 9.4. Problems.- 10 Cross-Sections and Maximal Invariants.- 10.0. Introduction.- 10.1. Basic Theory.- 10.2. Examples.- 10.3. Examples: The Noncentral Multivariate Beta Density Function.- 10.4. Modifications of the Basic Theory.- 10.5. Problems.- 11 Random Variable Techniques.- 11.0. Introduction.- 11.1. Random Orthogonal Matrices.- 11.2. Decomposition of the Sample Covariance Matrix Using Random Variable Techniques. The Bartlett Decomposition.- 11.3. The Generalized Variance, Zero Means.- 11.4. Noneentral Wishart, Rank One Means.- 11.5. Hotelling T2 Statistic, Noneentral Case.- 11.6. Generalized Variance, Nonzero Means.- 11.7. Distribution of the Sample Correlation Coefficient.- 11.8. Multiple Correlation, Algebraic Manipulations.- 11.9. Distribution of the Multiple Correlation Coefficient.- 11.10. BLUE: Best Linear Unbiased Estimation, an Algebraic Theory.- 11.11. The Gauss—Markov Equations and Their Solution.- 11.12. Normal Theory. Idempotents and Chi-Squares.- 11.13. Problems.- 12 The Construction of Zonal Polynomials.- 12.0. Introduction.- 12.1. Kronecker Products and Homogeneous Polynomials.- 12.2. Symmetric Polynomials in n Variables.-12.3. The Symmetric Group Algebra.- 12.4. Young’s Symmetrizers.- 12.5. Realization of the Group Algebra as Linear Transformations.- 12.6. The Center of the Bi-Symmetric Matrices, as an Algebra.- 12.7. Homogeneous Polynomials II. Two-Sided Unitary Invariance.- 12.8. Diagonal Matrices.- 12.9. Polynomials of Diagonal Matrices X.- 12.10. Zonal Polynomials of Real Matrices.- 12.11. Alternative Definitions of Zonal Polynomials. Group Characters.- 12.12. Third Construction of Zonal Polynomials. The Converse Theorem.- 12.13. Zonal Polynomials as Eigenfunctions. Takemura’s Idea.- 12.14. The Integral Formula of Kates.- 13 Problems for Users of Zonal Polynomials.- 13.0. Introduction.- 13.1. Theory.- 13.2. Numerical Identities.- 13.3. Coefficients of Series.- 13.4. On Group Representations.- 13.5. First Construction of Zonal Polynomials.- 13.6. A Teaching Version.- 14 Multivariate Inequalities.- 14.0. Introduction.- 14.1. Lattice Ordering of the Positive Definite Matrices.- 14.2. Majorization.- 14.3. Eigenvalues and Singular Values.- 14.4. Results Related to Optimality Considerations.- 14.5. Loewner Ordering.- 14.6. Concave and Convex Measures.- 14.7. The FKG-Inequality.- 14.8. Problems.