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...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre papier |
| Sprog: | Anglais |
| Udgivet: |
New York [etc.] :
J. Wiley
cop. 2005.
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| Serier: | Wiley series in probability and mathematical statistics. Probability and mathematical statistics
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| Fag: | |
| Autres localisations: | Voir dans le Sudoc |
Indholdsfortegnelse:
- 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