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Applied Multivariate Statistical Analysis

Autoren: Härdle, Wolfgang Karl, Simar, Léopold

  • Revised and updated fourth edition offers a broader range of material
  • Offers a wide scope of methods and applications, making this a comprehensive treatment of the subject
  • Includes a wealth of examples and exercises—ideal for students in economics and finance
  • Quantlets in R and Matlab available online
Weitere Vorteile

Dieses Buch kaufen

eBook 59,49 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-662-45171-7
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF, EPUB
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Softcover 74,89 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-662-45170-0
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
Über dieses Lehrbuch

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields. All of the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.

The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:

  • A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
  • All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de.

The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Über den Autor

Wolfgang Karl Härdle is a Ladislaus von Bortkiewicz Professor of Statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. (Center for Applied Statistics and Economics), director of the CRC-649 (Collaborative Research Center) “Economic Risk” and director of the IRTG 1792 “High Dimensional Non-stationary Time Series”. He teaches quantitative finance and semi-parametric statistics.  His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI (International Statistical Institute) and advisor to the Guanghua School of Management, Peking University.

Léopold Simar is an Emeritus Professor of Statistics at Université de Louvain, Louvain-la-Neuve, Belgium. He has been teaching mathematical statistics, multivariate analysis, bootstrap methods in statistics and econometrics in several Universities in Europe. His research focuses on non-parametric and semi-parametric methods and bootstrap techniques in statistics and econometrics. He is an elected member of the ISI and the past President of the Belgian Statistical Society. He is a regular Visiting Professor at the University of Roma, La Sapienza, Roma, Italy and at the Toulouse School of Economics, Toulouse, France.

Video

Inhaltsverzeichnis (22 Kapitel)

Dieses Buch kaufen

eBook 59,49 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-662-45171-7
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF, EPUB
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Softcover 74,89 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-662-45170-0
  • Kostenfreier Versand für Individualkunden weltweit
  • Gewöhnlich versandfertig in 3-5 Werktagen.
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Bibliografische Information

Bibliographic Information
Buchtitel
Applied Multivariate Statistical Analysis
Autoren
Copyright
2015
Verlag
Springer-Verlag Berlin Heidelberg
Copyright Inhaber
Springer-Verlag Berlin Heidelberg
Vertriebsrechte
Distribution rights for India: Researchco Book Centre, New Delhi, India
eBook ISBN
978-3-662-45171-7
DOI
10.1007/978-3-662-45171-7
Softcover ISBN
978-3-662-45170-0
Auflage
4
Seitenzahl
XIII, 580
Anzahl der Bilder und Tabellen
138 schwarz-weiß Abbildungen, 83 Abbildungen in Farbe
Themen