Statistical Applications of Jordan Algebras by James D. MalleyStatistical Applications of Jordan Algebras by James D. Malley

Statistical Applications of Jordan Algebras

byJames D. Malley

Paperback | August 26, 1994

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This volume brings together the author's work in mathematical statistics as viewed through the lens of Jordan algebras. In particular the three main areas covered in this work are: applications to random quadratic forms (sums of squares); the investigation of algebraic simplifications of maximum likelihood estimation of patterned covariance matrices; and a more wide-ranging mathematical exploration of some of the algebraic problems discussed. The author gives a full and rigorous definition of Jordan algebras and their essential properties and shows how they provide a natural and powerful algebraic tool for statisticians. In particular, the application of these methods to the M-step of the EM algorithm both simplifies this analysis and resolves some practical and important problems. This intertwining of ideas presented by the author will make this an interesting account suitable for researchers addressing these problems in statistics.
Title:Statistical Applications of Jordan AlgebrasFormat:PaperbackDimensions:109 pages, 9.25 × 6.1 × 0.68 inPublished:August 26, 1994Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387943412

ISBN - 13:9780387943411

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