Theory of Multivariate Statistics
Seiten
1999
Springer-Verlag New York Inc.
978-0-387-98739-2 (ISBN)
Springer-Verlag New York Inc.
978-0-387-98739-2 (ISBN)
Presents the results of the modern theory of multivariate statistics to an audience of advanced students.
Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as for instance robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.
Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as for instance robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.
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.
| Reihe/Serie | Springer Texts in Statistics |
|---|---|
| Zusatzinfo | XVIII, 290 p. |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 0-387-98739-8 / 0387987398 |
| ISBN-13 | 978-0-387-98739-2 / 9780387987392 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Eine Einführung für Wirtschafts- und Sozialwissenschaftler
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 41,90
