Theory of Multivariate Statistics

• Κύριοι συγγραφείς: Bilodeau, Martin (Συγγραφέας), Brenner, David (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 1999.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.

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 gr...

Πίνακας περιεχομένων:

• 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.