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Theory of Multivariate Statistics : Springer Texts in Statistics - Martin Bilodeau

Theory of Multivariate Statistics

Springer Texts in Statistics

Hardcover

Published: 5th August 1999
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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.

"This is an excellent graduate level textbook with several challenging problems in the exercises. An outstanding feature of the book is the presentation style. The authors' presentations of core statistical ideas, important formulae, the scope and the limitations of the topics create a curiosity to continue reading. ... I enjoyed reading this book and learned a lot!" Short Book Reviews, Vol. 20/2, August 2000

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
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780387987392
ISBN-10: 0387987398
Series: Springer Texts in Statistics
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 290
Published: 5th August 1999
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 23.5 x 15.88  x 1.91
Weight (kg): 0.54