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Author: Tõnu Kollo
Publisher: Springer Science & Business Media
ISBN: 1402034199
Category : Mathematics
Languages : en
Pages : 503
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Book Description
The book presents important tools and techniques for treating problems in m- ern multivariate statistics in a systematic way. The ambition is to indicate new directions as well as to present the classical part of multivariate statistical analysis in this framework. The book has been written for graduate students and statis- cians who are not afraid of matrix formalism. The goal is to provide them with a powerful toolkit for their research and to give necessary background and deeper knowledge for further studies in di?erent areas of multivariate statistics. It can also be useful for researchers in applied mathematics and for people working on data analysis and data mining who can ?nd useful methods and ideas for solving their problems. Ithasbeendesignedasatextbookforatwosemestergraduatecourseonmultiva- ate statistics. Such a course has been held at the Swedish Agricultural University in 2001/02. On the other hand, it can be used as material for series of shorter courses. In fact, Chapters 1 and 2 have been used for a graduate course ”Matrices in Statistics” at University of Tartu for the last few years, and Chapters 2 and 3 formed the material for the graduate course ”Multivariate Asymptotic Statistics” in spring 2002. An advanced course ”Multivariate Linear Models” may be based on Chapter 4. A lot of literature is available on multivariate statistical analysis written for di?- ent purposes and for people with di?erent interests, background and knowledge.
Author: Tõnu Kollo
Publisher: Springer Science & Business Media
ISBN: 1402034199
Category : Mathematics
Languages : en
Pages : 503
Get Book Here
Book Description
The book presents important tools and techniques for treating problems in m- ern multivariate statistics in a systematic way. The ambition is to indicate new directions as well as to present the classical part of multivariate statistical analysis in this framework. The book has been written for graduate students and statis- cians who are not afraid of matrix formalism. The goal is to provide them with a powerful toolkit for their research and to give necessary background and deeper knowledge for further studies in di?erent areas of multivariate statistics. It can also be useful for researchers in applied mathematics and for people working on data analysis and data mining who can ?nd useful methods and ideas for solving their problems. Ithasbeendesignedasatextbookforatwosemestergraduatecourseonmultiva- ate statistics. Such a course has been held at the Swedish Agricultural University in 2001/02. On the other hand, it can be used as material for series of shorter courses. In fact, Chapters 1 and 2 have been used for a graduate course ”Matrices in Statistics” at University of Tartu for the last few years, and Chapters 2 and 3 formed the material for the graduate course ”Multivariate Asymptotic Statistics” in spring 2002. An advanced course ”Multivariate Linear Models” may be based on Chapter 4. A lot of literature is available on multivariate statistical analysis written for di?- ent purposes and for people with di?erent interests, background and knowledge.
Author: Kohei Adachi
Publisher: Springer
ISBN: 9811023417
Category : Mathematics
Languages : en
Pages : 298
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Book Description
This book enables readers who may not be familiar with matrices to understand a variety of multivariate analysis procedures in matrix forms. Another feature of the book is that it emphasizes what model underlies a procedure and what objective function is optimized for fitting the model to data. The author believes that the matrix-based learning of such models and objective functions is the fastest way to comprehend multivariate data analysis. The text is arranged so that readers can intuitively capture the purposes for which multivariate analysis procedures are utilized: plain explanations of the purposes with numerical examples precede mathematical descriptions in almost every chapter. This volume is appropriate for undergraduate students who already have studied introductory statistics. Graduate students and researchers who are not familiar with matrix-intensive formulations of multivariate data analysis will also find the book useful, as it is based on modern matrix formulations with a special emphasis on singular value decomposition among theorems in matrix algebra. The book begins with an explanation of fundamental matrix operations and the matrix expressions of elementary statistics, followed by the introduction of popular multivariate procedures with advancing levels of matrix algebra chapter by chapter. This organization of the book allows readers without knowledge of matrices to deepen their understanding of multivariate data analysis.
Author: Alvin C. Rencher
Publisher: John Wiley & Sons
ISBN: 0471461725
Category : Mathematics
Languages : en
Pages : 739
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Book Description
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Methods of Multivariate Analysis was among those chosen. When measuring several variables on a complex experimental unit, it is often necessary to analyze the variables simultaneously, rather than isolate them and consider them individually. Multivariate analysis enables researchers to explore the joint performance of such variables and to determine the effect of each variable in the presence of the others. The Second Edition of Alvin Rencher's Methods of Multivariate Analysis provides students of all statistical backgrounds with both the fundamental and more sophisticated skills necessary to master the discipline. To illustrate multivariate applications, the author provides examples and exercises based on fifty-nine real data sets from a wide variety of scientific fields. Rencher takes a "methods" approach to his subject, with an emphasis on how students and practitioners can employ multivariate analysis in real-life situations. The Second Edition contains revised and updated chapters from the critically acclaimed First Edition as well as brand-new chapters on: Cluster analysis Multidimensional scaling Correspondence analysis Biplots Each chapter contains exercises, with corresponding answers and hints in the appendix, providing students the opportunity to test and extend their understanding of the subject. Methods of Multivariate Analysis provides an authoritative reference for statistics students as well as for practicing scientists and clinicians.
Author: Alan J. Izenman
Publisher: Springer Science & Business Media
ISBN: 0387781897
Category : Mathematics
Languages : en
Pages : 757
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Book Description
This is the first book on multivariate analysis to look at large data sets which describes the state of the art in analyzing such data. Material such as database management systems is included that has never appeared in statistics books before.
Author: Wolfgang Härdle
Publisher: Springer Science & Business Media
ISBN: 0387707840
Category : Computers
Languages : en
Pages : 367
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Book Description
The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic. The first part of this book is devoted to graphical techniques. The second deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The final section contains a wide variety of exercises in applied multivariate data analysis.
Author: Paul E. Green
Publisher: Academic Press
ISBN: 1483214044
Category : Mathematics
Languages : en
Pages : 391
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Book Description
Mathematical Tools for Applied Multivariate Analysis provides information pertinent to the aspects of transformational geometry, matrix algebra, and the calculus that are most relevant for the study of multivariate analysis. This book discusses the mathematical foundations of applied multivariate analysis. Organized into six chapters, this book begins with an overview of the three problems in multiple regression, principal components analysis, and multiple discriminant analysis. This text then presents a standard treatment of the mechanics of matrix algebra, including definitions and operations on matrices, vectors, and determinants. Other chapters consider the topics of eigenstructures and linear transformations that are important to the understanding of multivariate techniques. This book discusses as well the eigenstructures and quadratic forms. The final chapter deals with the geometric aspects of linear transformations. This book is a valuable resource for students.
Author: Richard A. Johnson
Publisher: Pearson
ISBN: 9780134995397
Category : Multivariate analysis
Languages : en
Pages : 808
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Book Description
This title is part of the Pearson Modern Classics series. Pearson Modern Classics are acclaimed titles at a value price. Please visit www.pearsonhighered.com/math-classics-series for a complete list of titles. For courses in Multivariate Statistics, Marketing Research, Intermediate Business Statistics, Statistics in Education, and graduate-level courses in Experimental Design and Statistics. Appropriate for experimental scientists in a variety of disciplines, this market-leading text offers a readable introduction to the statistical analysis of multivariate observations. Its primary goal is to impart the knowledge necessary to make proper interpretations and select appropriate techniques for analyzing multivariate data. Ideal for a junior/senior or graduate level course that explores the statistical methods for describing and analyzing multivariate data, the text assumes two or more statistics courses as a prerequisite.
Author: Robb J. Muirhead
Publisher: John Wiley & Sons
ISBN: 0470316705
Category : Mathematics
Languages : en
Pages : 706
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Book Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . . the wealth of material on statistics concerning the multivariate normal distribution is quite exceptional. As such it is a very useful source of information for the general statistician and a must for anyone wanting to penetrate deeper into the multivariate field." -Mededelingen van het Wiskundig Genootschap "This book is a comprehensive and clearly written text on multivariate analysis from a theoretical point of view." -The Statistician Aspects of Multivariate Statistical Theory 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 uses of spherical and elliptical distributions in multivariate analysis are introduced. Advances in multivariate analysis are discussed, 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. This definitive resource provides in-depth discussion of the multivariate field and serves admirably as both a textbook and reference.
Author: M. J. R. Healy
Publisher: Oxford University Press
ISBN: 9780198507024
Category : Mathematics
Languages : en
Pages : 164
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Book Description
This textbook provides a concise introduction to the basis of matrix theory. The text of the first edition has been re-written and revised to take account of recent developments in statistical practice. The more difficult topics have been expanded and the mathematical explanations have been simplified. A new chapter has been included, at readers' request, to cover such topics as vectorising, matrix calculus and complex numbers.
Author: Bernard Flury
Publisher: Springer Science & Business Media
ISBN: 1475727658
Category : Mathematics
Languages : en
Pages : 723
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Book Description
A comprehensive and self-contained introduction to the field, carefully balancing mathematical theory and practical applications. It starts at an elementary level, developing concepts of multivariate distributions from first principles. After a chapter on the multivariate normal distribution reviewing the classical parametric theory, methods of estimation are explored using the plug-in principles as well as maximum likelihood. Two chapters on discrimination and classification, including logistic regression, form the core of the book, followed by methods of testing hypotheses developed from heuristic principles, likelihood ratio tests and permutation tests. Finally, the powerful self-consistency principle is used to introduce principal components as a method of approximation, rounded off by a chapter on finite mixture analysis.
