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...