Applied Multivariate Statistical Analysis

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Härdle, Wolfgang Karl (Autor), Simar, Léopold (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edición:3rd ed. 2012.
Temas:
Statistics .
Social sciences-Mathematics.
Econometrics.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Quantitative Economics.
Statistical Theory and Methods.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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