Applied multivariate statistical analysis

Author(s)

• Härdle, Wolfgang
• Simar, Léopold

Bibliographic Information

Applied multivariate statistical analysis

Wolfgang Härdle, Léopold Simar

Springer, c2007

2nd ed

• : pbk

Note

Includes bibliographical references (p. [451]-454) and index

Description and Table of Contents

Description

With a wealth of examples and exercises, this is a brand new edition of a classic work on multivariate data analysis. A key advantage of the work is its accessibility. This is because, in its focus on applications, the book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.

Table of Contents

• 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.- Bibliography.- Index.

by "Nielsen BookData"

Details

• NCID: BA84223872
• ISBN:
  • 9783540722434
• LCCN: 2007929787
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xii, 458 p.
• Size: 24 cm
• Classification:
  • LCC : QA278
  • DC22 : 519.5/35
• Subject Headings:
  • LCSH : Multivariate analysis