Multivariate Statistics: Exercises and Solutions

✍ Scribed by Wolfgang Karl Härdle, Zdeněk Hlávka (auth.)

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 2015
• Tongue: English
• Leaves: 374
• Edition: 2
• Category: Library

✦ Synopsis

The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether more than 250 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R language. All data sets are included in the library SMSdata that may be downloaded via the quantlet download center www.quantlet.org. Data sets are available also via the Springer webpage. For interactive display of low-dimensional projections of a multivariate data set, we recommend GGobi.

✦ Table of Contents

Front Matter....Pages i-xxiv
Front Matter....Pages 1-1
Comparison of Batches....Pages 3-18
Front Matter....Pages 19-19
A Short Excursion into Matrix Algebra....Pages 21-26
Moving to Higher Dimensions....Pages 27-42
Multivariate Distributions....Pages 43-70
Theory of the Multinormal....Pages 71-88
Theory of Estimation....Pages 89-101
Hypothesis Testing....Pages 103-137
Front Matter....Pages 139-139
Regression Models....Pages 141-156
Variable Selection....Pages 157-165
Decomposition of Data Matrices by Factors....Pages 167-181
Principal Component Analysis....Pages 183-203
Factor Analysis....Pages 205-224
Cluster Analysis....Pages 225-244
Discriminant Analysis....Pages 245-258
Correspondence Analysis....Pages 259-280
Canonical Correlation Analysis....Pages 281-287
Multidimensional Scaling....Pages 289-299
Conjoint Measurement Analysis....Pages 301-308
Applications in Finance....Pages 309-317
Highly Interactive, Computationally Intensive Techniques....Pages 319-341
Back Matter....Pages 343-362

✦ Subjects

Statistical Theory and Methods; Computational Mathematics and Numerical Analysis; Visualization; Data Mining and Knowledge Discovery; Computational Intelligence