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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Härdle, Wolfgang Karl (Author), Simar, Léopold (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edition:3rd ed. 2012.
Subjects:
Statistics .
Social sciences-Mathematics.
Econometrics.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Quantitative Economics.
Statistical Theory and Methods.
Online Access:Texto Completo
Table of Contents:
  • 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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