Theory of Multivariate Statistics
Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first gr...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1999, 1999
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| Edition: | 1st ed. 1999 |
| Series: | Springer Texts in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Linear algebra
- Random vectors
- Gamma, Dirichlet, and F distributions
- Invariance
- Multivariate normal
- Multivariate sampling
- Wishart distributions
- Tests on mean and variance
- Multivariate regression
- Principal components
- Canonical correlations
- Asymptotic expansions
- Robustness
- Bootstrap confidence regions and tests