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Applied Multivariate Statistical Analysis

Buch | Softcover
XII, 458 Seiten
2007 | 2., nd ed.
Springer Berlin (Verlag)
978-3-540-72243-4 (ISBN)
CHF 119,75 inkl. MwSt
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With a wealth of examples and exercises, this is a brand new edition of a classic work on multivariate data analysis. A key advantage of the work is its accessibility as it presents tools and concepts in a way that is understandable for non-mathematicians.
With a wealth of examples and exercises, this is a brand new edition of a classic work on multivariate data analysis. A key advantage of the work is its accessibility. This is because, in its focus on applications, the book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.

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: 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.- Application in Finance.- Computationally Intensive Techniques.- A: Symbols and Notations.- B: Data.- Bibliography.- Index.

Sprache englisch
Maße 155 x 235 mm
Gewicht 705 g
Einbandart Paperback
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte CAPM • cluster analysis • Conjoint Measurement Analysis • hypothesis testing • Multivariate Analyse • multivariate analysis • Projection Pursuit • Sliced Inverse Regression
ISBN-10 3-540-72243-2 / 3540722432
ISBN-13 978-3-540-72243-4 / 9783540722434
Zustand Neuware
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