Advanced multivariate statistics with matrices

Author(s)

    • Kollo, Tõnu
    • Rosen, Dietrich von

Bibliographic Information

Advanced multivariate statistics with matrices

by Tõnu Kollo and Dietrich von Rosen

(Mathematics and its applications, 579)

Springer, c2005

  • : hbk
  • : PB
  • : e-book

Available at  / 18 libraries

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Note

Includes bibliographical references (p. [473]-484) and index

Description and Table of Contents

Description

The book presents important tools and techniques for treating problems in m- ern multivariate statistics in a systematic way. The ambition is to indicate new directions as well as to present the classical part of multivariate statistical analysis in this framework. The book has been written for graduate students and statis- cians who are not afraid of matrix formalism. The goal is to provide them with a powerful toolkit for their research and to give necessary background and deeper knowledge for further studies in di?erent areas of multivariate statistics. It can also be useful for researchers in applied mathematics and for people working on data analysis and data mining who can ?nd useful methods and ideas for solving their problems. Ithasbeendesignedasatextbookforatwosemestergraduatecourseonmultiva- ate statistics. Such a course has been held at the Swedish Agricultural University in 2001/02. On the other hand, it can be used as material for series of shorter courses. In fact, Chapters 1 and 2 have been used for a graduate course "Matrices in Statistics" at University of Tartu for the last few years, and Chapters 2 and 3 formed the material for the graduate course "Multivariate Asymptotic Statistics" in spring 2002. An advanced course "Multivariate Linear Models" may be based on Chapter 4. A lot of literature is available on multivariate statistical analysis written for di?- ent purposes and for people with di?erent interests, background and knowledge.

Table of Contents

Basic Matrix Theory and Linear Algebra.- Multivariate Distributions.- Distribution Expansions.- Multivariate Linear Models.

by "Nielsen BookData"

Related Books: 1-1 of 1

Details

  • NCID
    BA72268330
  • ISBN
    • 1402034180
    • 9789048168590
    • 1402034199
  • Country Code
    ne
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Dordrecht
  • Pages/Volumes
    xv, 489 p.
  • Size
    25 cm
  • Parent Bibliography ID
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