9780387987392: Theory of Multivariate Statistics

Sinossi

Presents the results of the modern theory of multivariate statistics to an audience of advanced students.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

"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

Contenuti

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.

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Altre edizioni note dello stesso titolo

9781475773033: Theory of Multivariate Statistics

Edizione in evidenza

ISBN 10:  147577303X ISBN 13:  9781475773033
Casa editrice: Springer, 2013
Brossura