Theory of multivariate statistics /
This title presents the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material.
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| Format: | eBook |
| Language: | English |
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New York :
Springer,
[1999]
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| Series: | Springer texts in statistics.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Preface; Contents; List of Tables; List of Figures; 1 Linear algebra; 2 Random vectors; 3 Gamma, Dirichlet, and F distributions; 4 Invariance; 5 Multivariate normal; 6 Multivariate sampling; 7 Wishart distributions; 8 Tests on mean and variance; 9 Multivariate regression; 10 Principal components; 11 Canonical correlations; 12 Asymptotic expansions; 13 Robustness; 14 Bootstrap confidence regions and tests; A Inversion formulas; B Multivariate cumulants; C S-plus functions; References; Author Index; Subject Index.