Aspects of Multivariate Statistical Theory (eBook)

Robb J. Muirhead (Autor)

eBook Download: PDF

2009 | 1. Auflage
712 Seiten
John Wiley & Sons (Verlag)
978-0-470-31670-2 (ISBN)

Infos

The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.

". . . the wealth of material on statistics concerning the
multivariate normal distribution is quite exceptional. As such it
is a very useful source of information for the general statistician
and a must for anyone wanting to penetrate deeper into the
multivariate field."

-Mededelingen van het Wiskundig Genootschap

"This book is a comprehensive and clearly written text on
multivariate analysis from a theoretical point of view."

-The Statistician

Aspects of Multivariate Statistical Theory presents a classical
mathematical treatment of the techniques, distributions, and
inferences based on multivariate normal distribution. Noncentral
distribution theory, decision theoretic estimation of the
parameters of a multivariate normal distribution, and the uses of
spherical and elliptical distributions in multivariate analysis are
introduced. Advances in multivariate analysis are discussed,
including decision theory and robustness. The book also includes
tables of percentage points of many of the standard likelihood
statistics used in multivariate statistical procedures. This
definitive resource provides in-depth discussion of the
multivariate field and serves admirably as both a textbook and
reference.

Autor

ROBB J. MUIRHEAD, PhD, is Professor in the Department of Statistics at the University of Michigan. He received his PhD in 1970 from the University of Adelaide in Australia.

Inhalt

Tables.

Commonly Used Notation.

1. The Multivariate Normal and Related Distributions.

2. Jacobians, Exterior Products, Kronecker Products, and Related
Topics.

3. Samples from a Multivariate Normal Distribution, and the
Wishart and Multivariate BETA Distributions.

4. Some Results Concerning Decision-Theoretic Estimation of the
Parameters of a Multivariate Normal Distribution.

5. Correlation Coefficients.

6. Invariant Tests and Some Applications.

7. Zonal Polynomials and Some Functions of Matrix Argument.

8. Some Standard Tests on Covariance Matrices and Mean
Vectors.

9. Principal Components and Related Topics.

10. The Multivariate Linear Model.

11. Testing Independence Between k Sets of Variables and
Canonical Correlation Analysis.

Appendix: Some Matrix Theory.

Bibliography.

Index.

Produkt-Details

• Erscheint lt. Verlag: 4.11.2009
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Multivariate Analyse • multivariate analysis • Statistics • Statistik
• ISBN-10: 0-470-31670-5 / 0470316705
• ISBN-13: 978-0-470-31670-2 / 9780470316702