Lectures on dependency : selected topics in multivariate statistics
著者
書誌事項
Lectures on dependency : selected topics in multivariate statistics
（Springer Briefs in statistics）
Springer, c2022
- : pbk
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Preface.- General preliminaries.- Correlation coefficients of bivariate normal distributions.- Empirical likelihood ratio tests for the population correlation coefficient.- The rearrangement algorithm.- On the covariances of order statistics.- On equi-correlation matrices.- Skew-normal distributions.- The weighted bootstrap.- index.
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