
This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool...

Some Introductory Algebra.- Tensor derivative of vector functions.- T-Moments and T-Cumulants.- Gaussian systems, T-Hermite polynomials, Moments and Cumulants.- Multivariate Skew Distributions.- Multivariate skewness and kurtosis.

This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool...