Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Theory of Multivariate Statistics

Theory of Multivariate Statistics

Bilodeau, Martin, Brenner, David

1999, XVIII, 290 p.

Available Formats:
eBook
Information

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.

 
$89.99

(net) price for USA

ISBN 978-0-387-22616-3

digitally watermarked, no DRM

Included Format: PDF

download immediately after purchase


learn more about Springer eBooks

add to marked items

Hardcover
Information

Hardcover version

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$119.00

(net) price for USA

ISBN 978-0-387-98739-2

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

Softcover
Information

Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$119.00

(net) price for USA

ISBN 978-1-4757-7303-3

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

Our object in writing this book is to present 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. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as for instance robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.

Content Level » Graduate

Keywords » Likelihood - Multivariate Analysis - Multivariate Statistics - Variance - calculus - correlation - linear algebra - mathematical statistics - statistics

Related subjects » Probability Theory and Stochastic Processes - Statistical Theory and Methods

Table of contents 

Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- Multivariate sampling.- Wishart distributions.- Tests on mean and variance.- Multivariate regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions and tests.

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.