Intended as a textbook for students taking a first graduate course in the subject, as well as for the general reference of interested research workers, this text discusses, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, such as robust inference and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.



Inhalt

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.

Titel
Theory of Multivariate Statistics
EAN
9780387226163
Format
E-Book (pdf)
Hersteller
Veröffentlichung
20.01.2008
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
3.9 MB
Anzahl Seiten
290