Applied Multivariate Statistical Analysis [electronic resource] by Wolfgang Karl Härdle, Léopold Simar.

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Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a ne...

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Bibliographic Details
Main Authors: Härdle, Wolfgang Karl (Author)
Simar, Léopold (Author)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
Edition:4th ed. 2015.
Subjects:
Statistics .
Social sciences—Mathematics.
Econometrics.
Online Access:
Springer English/International eBooks 2015 - Full Set: 2015 (Springer Link)
Format: Electronic eBook
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: Regression Models
  • Variable Selection
  • 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
  • Applications in Finance
  • Computationally Intensive Techniques
  • IV Appendix: Symbols and Notations
  • Data.