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 : Imprint: Springer, 2015.
• Edition: 4th ed. 2015.
• 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.

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a ne...

Table of Contents:

• 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
• Variable Selection
• 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: Symbols and Notations
• Data.