Applied Multivariate Statistical Analysis

Authors: 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
see more benefits

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-662-45171-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-3-662-45170-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this Textbook

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.

About the authors

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

Table of contents (22 chapters)

  • Comparison of Batches

    Härdle, Wolfgang Karl (et al.)

    Pages 3-50

  • A Short Excursion into Matrix Algebra

    Härdle, Wolfgang Karl (et al.)

    Pages 53-77

  • Moving to Higher Dimensions

    Härdle, Wolfgang Karl (et al.)

    Pages 79-115

  • Multivariate Distributions

    Härdle, Wolfgang Karl (et al.)

    Pages 117-181

  • Theory of the Multinormal

    Härdle, Wolfgang Karl (et al.)

    Pages 183-199

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-662-45171-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-3-662-45170-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Applied Multivariate Statistical Analysis
Authors
Copyright
2015
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
Distribution Rights
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
Edition Number
4
Number of Pages
XIII, 580
Number of Illustrations and Tables
138 b/w illustrations, 83 illustrations in colour
Topics