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Multivariate Statistical Analysis in the Real and Complex Domains

This book explores topics in multivariate statistical analysis, relevant in the real and complex domains. It utilizes simplified and unified notations to render the complex subject matter both accessible and enjoyable, drawing from clear exposition and numerous illustrative examples. The book featur...

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Bibliographic Details
Main Authors: Mathai, Arak M., Provost, Serge B. (Author), Haubold, Hans J. (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2022, 2022
Edition:1st ed. 2022
Subjects:
Mathematical Statistics
Statistical Theory And Methods
Complex Systems
Multivariate Analysis
Statistics 
System Theory
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 1. Mathematical Preliminaries
  • 2. The Univariate Gaussian and Related Distribution
  • 3. Multivariate Gaussian and Related Distributions
  • 4. The Matrix-variate Gaussian Distribution
  • 5. Matrix-variate Gamma and Beta Distributions
  • 6. Hypothesis Testing and Null Distributions
  • 7. Rectangular Matrix-variate Distributions
  • 8. Distributions of Eigenvalues and Eigenvectors
  • 9. Principal Component Analysis
  • 10. Canonical Correlation Analysis
  • 11. Factor Analysis
  • 12. Classification Problems
  • 13. Multivariate Analysis of Variance (MANOVA)
  • 14. Profile Analysis and Growth Curves
  • 15. Cluster Analysis and Correspondence Analysis

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