Statistical Applications of Jordan Algebras

by James D. Malley

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Description

This monograph brings together my work in mathematical statistics as I have viewed it through the lens of Jordan algebras. Three technical domains are to be seen: applications to random quadratic forms (sums of squares), the investigation of algebraic simplifications of maxi­ mum likelihood estimation of patterned covariance matrices, and a more wide­ open mathematical exploration of the algebraic arena from which I have drawn the results used in the statistical problems just mentioned. Chapte