Statistical Applications of Jordan Algebras: v. 91 (Lecture Notes in Statistics) - Tapa blanda

Reseña del editor

This volume brings together the author's work in mathematical statistics as viewed through the lens of Jordan algebras. 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.