Theory of Multivariate Statistics

• Main Authors: Bilodeau, Martin (Author), Brenner, David (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1999.
• Series: Springer Texts in Statistics,
• Subjects: 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...

Table of Contents:

• 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.