Applied Multivariate Statistical Analysis

✍ Scribed by Wolfgang Härdle, Léopold Simar (auth.)

Publisher: Springer Berlin Heidelberg
Year: 2003
Tongue: English
Leaves: 479
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises.

✦ Table of Contents

Front Matter....Pages i-9
Front Matter....Pages 11-11
Comparison of Batches....Pages 13-54
Front Matter....Pages 55-55
A Short Excursion into Matrix Algebra....Pages 57-80
Moving to Higher Dimensions....Pages 81-118
Multivariate Distributions....Pages 119-154
Theory of the Multinormal....Pages 155-171
Theory of Estimation....Pages 173-182
Hypothesis Testing....Pages 183-216
Front Matter....Pages 217-217
Decomposition of Data Matrices by Factors....Pages 219-232
Principal Components Analysis....Pages 233-273
Factor Analysis....Pages 275-299
Cluster Analysis....Pages 301-321
Discriminant Analysis....Pages 323-340
Correspondence Analysis....Pages 341-359
Canonical Correlation Analysis....Pages 361-372
Multidimensional Scaling....Pages 373-392
Conjoint Measurement Analysis....Pages 393-406
Applications in Finance....Pages 407-419
Highly Interactive, Computationally Intensive Techniques....Pages 421-441
Back Matter....Pages 443-487

✦ Subjects

Statistical Theory and Methods; Statistics for Business/Economics/Mathematical Finance/Insurance; Economic Theory

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