Bilinear Regression Analysis - Dietrich von Rosen

Bilinear Regression Analysis

An Introduction
Buch | Softcover
XIII, 468 Seiten
2018 | 1st ed. 2018
Springer International Publishing (Verlag)
978-3-319-78782-4 (ISBN)
80,24 inkl. MwSt
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 Tõnu Kollo, professor of mathematical statistics at the University of Tartu, Estonia.

Preface.- Introduction.- The Basic Ideas of Obtaining MLEs: A Known Dispersion.- The Basic Ideas of Obtaining MLEs: Unknown Dispersion.- Basic Properties of Estimators.- Density Approximations.- Residuals.- Testing Hypotheses.- Influential Observations.- Appendices.- Indices.

"It is an interesting book, strongly recommended to researchers who have an interest in the topic of bilinear regression." (Michel H. Montoril, Mathematical Reviews, August, 2019)
"The present book offers a complete presentation of the statistical techniques concerning bilinear regression analysis. ... A special mention goes to the bibliography that accompanies each chapter. Far from being a simple list of papers containing the results recalled in the text, it is a real history of statistics, where the early ideas of bilinear regression are highlighted." (Fabio Rapallo, zbMATH 1398.62003, 2018)

Erscheinungsdatum
Reihe/Serie Lecture Notes in Statistics
Zusatzinfo XIII, 468 p. 42 illus.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 726 g
Themenwelt Mathematik / Informatik Mathematik Algebra
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Studium Querschnittsbereiche Epidemiologie / Med. Biometrie
Schlagworte 62H12, 62H15, 62H99, 62J20, 15A69, 15A03, 15A63 • bilinear regression analysis • generalised growth curve model • growth curve model • influence analysis • influential observation analysis • likelihood ratio testing • matrix theory • maximum likelihood estimation • Multivariate Statistical Analysis • residual analysis
ISBN-10 3-319-78782-9 / 3319787829
ISBN-13 978-3-319-78782-4 / 9783319787824
Zustand Neuware
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