Theory of Multivariate Statistics

Martin Bilodeau, David Brenner (Autoren)

Buch | Softcover

290 Seiten

2013 | Softcover reprint of the original 1st ed. 1999
Springer-Verlag New York Inc.
978-1-4757-7303-3 (ISBN)

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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	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Statistik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-4757-7303-X / 147577303X
ISBN-13	978-1-4757-7303-3 / 9781475773033
Zustand	Neuware