Martin Bilodeau, David Brenner

Theory of Multivariate Statistics (eBook, PDF)

• Format: PDF

Produktbeschreibung

This book presents the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 290
• Erscheinungstermin: 20. Januar 2008
• Englisch
• ISBN-13: 9780387226163
• Artikelnr.: 43999346

Inhaltsangabe

Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- Multivariate sampling.- Wishart distributions.- Tests on mean and variance.- Multivariate regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions and tests.

Rezensionen

"This is an excellent graduate level textbook with several challenging problems in the exercises. An outstanding feature of the book is the presentation style. The authors' presentations of core statistical ideas, important formulae, the scope and the limitations of the topics create a curiosity to continue reading. ... I enjoyed reading this book and learned a lot!"
Short Book Reviews, Vol. 20/2, August 2000