An introduction to Multivariate Statistical Analysis

T.W. Anderson

722 pages, parution le 20/08/2003 (3^eme édition)

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Résumé

A classic comprehensive sourcebook, now fully updated

For more than four decades An Introduction to Multivariate Statistical Analysis has been an invaluable text for students and a resource for professionals wishing to acquire a basic knowledge of multivariate statistical analysis. Since the previous edition, the field has grown significantly. This updated and improved Third Edition familiarizes readers with these new advances, elucidating several aspects that are particularly relevant to methodology and comprehension.

The Third Edition features new or more extensive coverage of:

Patterns of Dependence and Graphical Models–a new chapter
Measures of correlation and tests of independence
Reduced rank regression, including the limited-information maximum-likelihood estimator of an equation in a simultaneous equations model
Elliptically contoured distributions

Incorporation of the advice and comments of the readers of the first two editions as well as extensively classroom-tested techniques and calculations makes An Introduction to Multivariate Statistical Analysis, Third Edition, more valuable than ever for both professional statisticians and students of multivariate statistics.

Introduction
The Multivariate Normal Distribution
Estimation of the Mean Vector and the Covariance Matrix
The Distributions and Uses of Sample Correlation Coefficients
The Generalized T2-Statistic
Classification of Observations
The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance
Testing the General Linear Hypothesis: Multivariate Analysis of Variance
Testing Independence of Sets of Variates
Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices
Principal Components
Cononical Correlations and Cononical Variables
The Distributions of Characteristic Roots and Vectors
Factor Analysis
Pattern of Dependence; Graphical Models
Appendix A: Matrix Theory
Appendix B: Tables

L'auteur - T.W. Anderson

Anderson, T.W., Stanford University, Stanford, CA, USA;

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	T.W. Anderson
Parution	20/08/2003
Édition	3^eme édition
Nb. de pages	722
Format	16 x 24
Couverture	Broché
Poids	1150g
Intérieur	Noir et Blanc
EAN13	9780471360919
ISBN13	978-0-471-36091-9