Applied Multivariate Statistical Analysis

• Main Authors: Härdle, Wolfgang (Author), Simar, Léopold (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Edition: Second Edition.
• Subjects: Mathematics.; Economics, Mathematical.; Probabilities.; Statistics.; Economic theory.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Economic Theory/Quantitative Economics/Mathematical Methods.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Most of the observable phenomena in the empirical sciences are of a multivariate nature.In financial studies, assets in stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of...

Table of Contents:

• Descriptive Techniques
• Comparison of Batches
• Multivariate Random Variables
• A Short Excursion into Matrix Algebra
• Moving to Higher Dimensions
• Multivariate Distributions
• Theory of the Multinormal
• Theory of Estimation
• Hypothesis Testing
• Multivariate Techniques
• Decomposition of Data Matrices by Factors
• Principal Components Analysis
• Factor Analysis
• Cluster Analysis
• Discriminant Analysis
• Correspondence Analysis
• Canonical Correlation Analysis
• Multidimensional Scaling
• Conjoint Measurement Analysis
• Applications in Finance
• Computationally Intensive Techniques.