Applied Multivariate Statistical Analysis

• Main Authors: Härdle, Wolfgang Karl (Author), Simar, Léopold (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Edition: 3rd ed. 2012.
• Subjects: 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...