Applied multivariate statistical analysis

Hardle, Wolfgang

Applied multivariate statistical analysis - 2nd ed. - New York : Springer, ©2007. - xii, 458 pages : illustrations

Includes Bibliography & Index

I Descriptive Techniques: Comparison of Batches --
II Multivariate Random Variables: A Short Excursion into Matrix Algebra; Moving to Higher Dimensions; Multivariate Distributions; Theory of the Multinormal; Theory of Estimation; Hypothesis Testing --
III Multivariate Techniques: Decomposition of Data Matrices by Factors; Principal Components Analysis; Factor Analysis; Cluster Analysis; Discriminant Analysis --
Correspondence Analysis --
Canonical Correlation Analysis --
Multidimensional Scaling --
Conjoint Measurement Analysis --
Application in Finance --
Computationally Intensive Techniques --
A: Symbols and Notations --
B: Data --

"A state of the art presentation of the tools and concepts of multivariate data analysis with a strong focus on applications. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide variety of tools for multivariate data analysis."--Jacket.

9783540722434 3540722432

519.535 / HAR

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