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Theory of Multivariate Statistics

  • Textbook
  • © 1999

Overview

Authors:
  1. Martin Bilodeau

    1. Faculté des Arts et des Sciences Département de Mathématiques et de Statistique, Université de Montréal, Montréal, Canada

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    You can also search for this author in PubMed   Google Scholar

  2. David Brenner

    1. Department of Statistics, University of Toronto, Ontario, Canada

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Springer Texts in Statistics (STS)

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Table of contents (14 chapters)

  1. Front Matter

    Pages i-xvi
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  2. Linear algebra

    Pages 1-13

  3. Random vectors

    Pages 14-35

  4. Gamma, Dirichlet, and F distributions

    Pages 36-42

  5. Invariance

    Pages 43-54

  6. Multivariate normal

    Pages 55-72

  7. Multivariate sampling

    Pages 73-84

  8. Wishart distributions

    Pages 85-97

  9. Tests on mean and variance

    Pages 98-143

  10. Multivariate regression

    Pages 144-160

  11. Principal components

    Pages 161-173

  12. Canonical correlations

    Pages 174-194

  13. Asymptotic expansions

    Pages 195-205

  14. Robustness

    Pages 206-242

  15. Bootstrap confidence regions and tests

    Pages 243-252

  16. Back Matter

    Pages 253-288
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Keywords

About this book

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.

Reviews

"This is an excellent graduate level textbook with several challenging problems in the exercises. An outstanding feature of the book is the presentation style. The authors' presentations of core statistical ideas, important formulae, the scope and the limitations of the topics create a curiosity to continue reading. ... I enjoyed reading this book and learned a lot!"
Short Book Reviews, Vol. 20/2, August 2000

Authors and Affiliations

  • Faculté des Arts et des Sciences Département de Mathématiques et de Statistique, Université de Montréal, Montréal, Canada

    Martin Bilodeau

  • Department of Statistics, University of Toronto, Ontario, Canada

    David Brenner

Bibliographic Information

  • Book Title: Theory of Multivariate Statistics

  • Authors: Martin Bilodeau, David Brenner

  • Series Title: Springer Texts in Statistics

  • DOI: https://doi.org/10.1007/b97615

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1999

  • Hardcover ISBN: 978-0-387-98739-2Published: 05 August 1999

  • Softcover ISBN: 978-1-4757-7303-3Published: 06 May 2013

  • eBook ISBN: 978-0-387-22616-3Published: 20 January 2008

  • Series ISSN: 1431-875X

  • Series E-ISSN: 2197-4136

  • Edition Number: 1

  • Number of Pages: XVIII, 290

  • Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods

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