Wolfgang Härdle and Leopold Simar

Applied Multivariate Statistical Analysis.

• Buch

Produktbeschreibung

1Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. 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 from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises.

Produktdetails

• Verlag: Springer
• ISBN-13: 9783540030799
• ISBN-10: 3540030794
• Artikelnr.: 14866775

Inhaltsangabe

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
... Discriminate Analysis

- Correspondence Analysis

- Canonical Correlation Analysis

- Multidimensional Scaling

- Conjoint Measurement Analysis

- Application in Finance

- Highly Interactive, Computationally Intensive Techniques

- A: Symbols and Notations

- B: Data

- Bibliography

- Index.