Applied Multivariate Statistical Analysis

• Κύριοι συγγραφείς: Härdle, Wolfgang Karl (Συγγραφέας), Simar, Léopold (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Έκδοση: 3rd ed. 2012.
• Θέματα: Statistics.; Economics, Mathematical.; Economic theory.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Statistical Theory and Methods.

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

Πίνακας περιεχομένων:

• I. Descriptive Techniques: Comparison of Batches
• II. Multivariate Random Variables: A Short Excursion into Matrix Algebra
• Moving to Higher Dimensions
• Multivariate Distributions
• Theory of the Multinormal
• Theory of Estimation
• Hypothesis Testing
•  III. Multivariate Techniques: Regression Models
•  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
• IV. Appendix
• Bibliography
• Index.