Overview
- Elaborates on various selected aspects of stochastic-statistical dependencies
- Each chapter solves a specific problem within the scope of a single lecture session
- Provides PhD students with useful and entertaining insights into the field of multivariate statistics
Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
About the author
Thorsten Dickhaus has been a Full Professor of Mathematical Statistics at the University of Bremen, Germany since 2015. He obtained his PhD in mathematics from the Heinrich Heine University, Düsseldorf, Germany in 2008 and held postdoc positions at the German Diabetes Center, Düsseldorf, and the Berlin Institute of Technology. He was a Junior Professor of Mathematical Statistics at the Humboldt University of Berlin. His research interests include multiple testing, asymptotic statistics, the theory of nonparametric tests, resampling and bootstrap techniques, statistical applications in the life sciences, and computational statistics.
Bibliographic Information
Book Title: Lectures on Dependency
Book Subtitle: Selected Topics in Multivariate Statistics
Authors: Thorsten Dickhaus
Series Title: SpringerBriefs in Statistics
DOI: https://doi.org/10.1007/978-3-030-96932-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s), under exclusive licence to Springer Nature Switzerland AG 2022
Softcover ISBN: 978-3-030-96931-8Published: 12 March 2022
eBook ISBN: 978-3-030-96932-5Published: 11 March 2022
Series ISSN: 2191-544X
Series E-ISSN: 2191-5458
Edition Number: 1
Number of Pages: XIV, 56
Number of Illustrations: 1 b/w illustrations
Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes, Applications of Mathematics