Aspects of multivariate statistical theory
[This book] presents a classical mathematical treatment of the techniques, distributions, and inferences based on multivariate normal distribution. Noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the use of spherical and elli...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Livre papier |
| Sprache: | Anglais |
| Veröffentlicht: |
New York [etc.] :
J. Wiley
cop. 2005.
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| Schriftenreihe: | Wiley series in probability and mathematical statistics. Probability and mathematical statistics
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| Schlagworte: | |
| Autres localisations: | Voir dans le Sudoc |
| LEADER | 02251nam a22002657a 4500 | ||
|---|---|---|---|
| 001 | 619933 | ||
| 008 | 060907s2005 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN108070026 | ||
| 020 | |a 0471769851 (br.) | ||
| 020 | |a 9780471769859 (br.) | ||
| 024 | |a 9780471769859 | ||
| 041 | 0 | |a eng | |
| 080 | |a 519.2 | ||
| 082 | |a 519.5/35 | ||
| 084 | |a 62Hxx. 2020 | ||
| 100 | 1 | |a Muirhead, Robb J., |d 19..- | |
| 245 | 1 | 0 | |a Aspects of multivariate statistical theory |c Robb J. Muirhead. |
| 260 | |a New York [etc.] : |b J. Wiley, |c cop. 2005. | ||
| 300 | |a 1 vol. (XIX-673 p.) : |b tabl. ; |c 23 cm. | ||
| 490 | 0 | |a Wiley series in probability and mathematical statistics. Probability and mathematical statistics |x ISSN 0271-6232 | |
| 504 | |a Bibliogr. p. 650-661. Index | ||
| 505 | 0 | |a 1- The multivariate normal and related distributions -- 2- Jacobians, exterior products, kronecker products, and related topics -- 3- Samples from a multivariate normal distribution, and the wishart and multivariate beta distributions -- 4- Some results concerning decision-theoretic estimation of the parameters of a multivariate normal distribution -- 5- Correlation coefficients -- 6- Invariant tests and some applications -- 7- Zonal polynomilas and some functions of matrix argument -- 8- Some standard tests on covariance matrices and mean vectors -- 9- Principal components and related topics -- 10- The multivariate linear model -- 11- Testing independence between k sets of variables and canonical correlation analysis | |
| 520 | |a [This book] presents a classical mathematical treatment of the techniques, distributions, and inferences based on multivariate normal distribution. Noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the use of spherical and elliptical distributions in multivariate analysis are introduced. Advances in multivariate analysis are discusses, including decision theory and robustness. The book also includes tables of percentage points of many of the standard likelihood statistics used in multivariate statistical procedures. (source : 4ème de couv.) | ||
| 650 | |a Analyse multivariée | ||
| 997 | |0 619933 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/IDP/ |z Orléans, IDP, 9041 MUI | ||