Applied multivariate statistical analysis
Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in differe...
محفوظ في:
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2012.
Cham : Springer Nature |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Applied multivariate statistical analysis, Wolfgang Härdle, Léopold Simar, 3rd edition, Berlin, Springer, 2012, 1 vol. (xvii-516 p.), 978-3-642-17228-1 • Applied Multivariate Statistical Analysis, Texte imprimé, 9783642172304 |
جدول المحتويات:
- I. Descriptive Techniques: Comparison of Batches
- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra
- Moving to Higher Dimensions
- Multivariate Distributions
- Theory of the Multinormal
- Theory of Estimation
- Hypothesis Testing
- III. Multivariate Techniques: Regression Models
- Decomposition of Data Matrices by Factors
- Principal Components Analysis.- Factor Analysis
- Cluster Analysis.- Discriminant Analysis
- Correspondence Analysis
- Canonical Correlation Analysis
- Multidimensional Scaling
- Conjoint Measurement Analysis
- Applications in Finance
- Computationally Intensive Techniques
- IV. Appendix
- Bibliography
- Index.