Multivariate Statistical Analysis in the Real and Complex Domains

• Main Author: Mathai, Arak M. (auth)
• Other Authors: Provost, Serge B. (auth), Haubold, Hans J. (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: Cham Springer Nature 2022
• Subjects: Probability & statistics; Applied mathematics; Statistical physics; multivariate statistical analysis; mathematical statistics; complex domain; matrix-variate; Gaussian distributions; Wishart distribution; type-1 distributions; type-2 distributions; factor analysis; classifications; cluster; profile analyses
• Online Access: OAPEN Library: download the publication; OAPEN Library: description of the publication

This book explores topics in multivariate statistical analysis, relevant in the real and complex domains. It utilizes simplified and unified notations to render the complex subject matter both accessible and enjoyable, drawing from clear exposition and numerous illustrative examples. The book features an in-depth treatment of theory with a fair balance of applied coverage, and a classroom lecture style so that the learning process feels organic. It also contains original results, with the goal of driving research conversations forward. This will be particularly useful for researchers working in machine learning, biomedical signal processing, and other fields that increasingly rely on complex random variables to model complex-valued data. It can also be used in advanced courses on multivariate analysis. Numerous exercises are included throughout.