Applied Multivariate Statistical Analysis

• Main Authors: Härdle, Wolfgang Karl (Author, http://id.loc.gov/vocabulary/relators/aut), Simar, Léopold (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 5th ed. 2019.
• Subjects: Statistics .; Economics, Mathematical .; Economic theory.; Statistical Theory and Methods.; Statistics for Business, Management, Economics, Finance, Insurance.; Quantitative Finance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields, and all the examples involve high to u...

Table of Contents:

• Part I Descriptive Techniques
• 1 Comparison of Batches
• Part II Multivariate Random Variables
• 2 A Short Excursion into Matrix Algebra
• 3 Moving to Higher Dimensions
• 4 Multivariate Distributions
• 5 Theory of the Multinormal
• 6 Theory of Estimation
• 7 Hypothesis Testing
• Part III Multivariate Techniques
• 8 Regression Models
• 9 Variable Selection.-10 Decomposition of Data Matrices by Factors
• 11 Principal Components Analysis
• 12 Factor Analysis
• 13 Cluster Analysis
• 14 Discriminant Analysis
• 15 Correspondence Analysis
• 16 Canonical Correlation Analysis
• 17 Multidimensional Scaling
• 18 Conjoint Measurement Analysis
• 19 Applications in Finance
• 20 Computationally Intensive Techniques
• Part IV Appendix
• A Symbols and Notations
• B Data
• Index
• References.