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.

Bibliographic Details
Main Author: Bilodeau, Martin, 1961-
Corporate Author: SpringerLink (Online service)
Other Authors: Brenner, David, 1946-
Format: eBook
Language:English
Published: New York : Springer, [1999]
Series:Springer texts in statistics.
Subjects:
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.