Multivariate Statistical Analysis

✍ Scribed by Narayan C. Giri

• Publisher: Academic Press Inc
• Year: 1977
• Tongue: English
• Leaves: 329
• Series: Probability & Mathematical Statistics Monograph
• Category: Library

✦ Synopsis

Multivariate Statistical Inference is a 10-chapter text that covers the theoretical and applied aspects of multivariate analysis, specifically the multivariate normal distribution using the invariance approach.

Chapter I contains some special results regarding characteristic roots and vectors, and partitioned submatrices of real and complex matrices, as well as some special theorems on real and complex matrices useful in multivariate analysis. Chapter II deals with the theory of groups and related results that are useful for the development of invariant statistical test procedures, including the Jacobians of some specific transformations that are useful for deriving multivariate sampling distributions. Chapter III is devoted to basic notions of multivariate distributions and the principle of invariance in statistical testing of hypotheses. Chapters IV and V deal with the study of the real multivariate normal distribution through the probability density function and through a simple characterization and the maximum likelihood estimators of the parameters of the multivariate normal distribution and their optimum properties. Chapter VI tackles a systematic derivation of basic multivariate sampling distributions for the real case, while Chapter VII explores the tests and confidence regions of mean vectors of multivariate normal populations with known and unknown covariance matrices and their optimum properties. Chapter VIII is devoted to a systematic derivation of tests concerning covariance matrices and mean vectors of multivariate normal populations and to the study of their optimum properties. Chapters IX and X look into a treatment of discriminant analysis and the different covariance models and their analysis for the multivariate normal distribution. These chapters also deal with the principal components, factor models, canonical correlations, and time series.

This book will prove useful to statisticians, mathematicians, and advance mathematics students.

✦ Table of Contents

Content:
Probability and Mathematical Statistics: A Series of Monographs and Textbooks, Pages ii-iii
Front Matter, Page v
Dedication, Page vi
Copyright, Page vi
Preface, Pages xi-xiii
Acknowledgments, Pages xv-xvi
CHAPTER I - Vector and Matrix Algebra, Pages 1-20
CHAPTER II - Groups and Jacobian of Some Transformations, Pages 21-28
CHAPTER III - Notions of Multivariate Distributions and Invariance in Statistical Inference, Pages 29-48
CHAPTER IV - Multivariate Normal Distribution, Its Properties and Characterization, Pages 49-71
CHAPTER V - Estimators of Parameters and Their Functions in a Multivariate Normal Distribution, Pages 72-106
CHAPTER VI - Basic Multivariate Sampling Distributions, Pages 107-143
CHAPTER VII - Tests of Hypotheses of Mean Vectors, Pages 144-178
CHAPTER VIII - Tests Concerning Covariance Matrices and Mean Vectors, Pages 179-239
CHAPTER IX - Discriminant Analysis, Pages 240-280
CHAPTER X - Multivariate Covariance Models, Pages 281-312
Author Index, Pages 313-315
Subject Index, Pages 316-319