Muirhead Aspects of Multivariate Statistical Theory

1. Auflage 2009
ISBN: 978-0-470-31670-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 712 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists.
". . . the wealth of material on statistics concerning themultivariate normal distribution is quite exceptional. As such itis a very useful source of information for the general statisticianand a must for anyone wanting to penetrate deeper into themultivariate field."
-Mededelingen van het Wiskundig Genootschap
"This book is a comprehensive and clearly written text onmultivariate analysis from a theoretical point of view."
-The Statistician
Aspects of Multivariate Statistical Theory presents a classicalmathematical treatment of the techniques, distributions, andinferences based on multivariate normal distribution. Noncentraldistribution theory, decision theoretic estimation of theparameters of a multivariate normal distribution, and the uses ofspherical and elliptical distributions in multivariate analysis areintroduced. Advances in multivariate analysis are discussed,including decision theory and robustness. The book also includestables of percentage points of many of the standard likelihoodstatistics used in multivariate statistical procedures. Thisdefinitive resource provides in-depth discussion of themultivariate field and serves admirably as both a textbook andreference.

Autoren/Hrsg.

Muirhead, Robb J.

Inhaltsverzeichnis

Tables.
Commonly Used Notation.
1. The Multivariate Normal and Related Distributions.
2. Jacobians, Exterior Products, Kronecker Products, and RelatedTopics.
3. Samples from a Multivariate Normal Distribution, and theWishart and Multivariate BETA Distributions.
4. Some Results Concerning Decision-Theoretic Estimation of theParameters of a Multivariate Normal Distribution.
5. Correlation Coefficients.
6. Invariant Tests and Some Applications.
7. Zonal Polynomials and Some Functions of Matrix Argument.
8. Some Standard Tests on Covariance Matrices and MeanVectors.
9. Principal Components and Related Topics.
10. The Multivariate Linear Model.
11. Testing Independence Between k Sets of Variables andCanonical Correlation Analysis.
Appendix: Some Matrix Theory.
Bibliography.
Index.

Über Autor(innen)

ROBB J. MUIRHEAD, PhD, is Professor in the Department of Statistics at the University of Michigan. He received his PhD in 1970 from the University of Adelaide in Australia.