Coverart for item
The Resource Applied multivariate statistical analysis, Wolfgang Karl Härdle, Léopold Simar

Applied multivariate statistical analysis, Wolfgang Karl Härdle, Léopold Simar

Label
Applied multivariate statistical analysis
Title
Applied multivariate statistical analysis
Statement of responsibility
Wolfgang Karl Härdle, Léopold Simar
Creator
Contributor
Subject
Genre
Language
eng
Summary
Most of the observable phenomena in the empirical sciences are of a multivariate nature.¡ In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices.¡ In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication.¡ In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior.¡ The underlying data structure of these and many other quantitative studies of applied sciences is multivariate.¡ Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data.¡ The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics.¡ All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Härdle, Wolfgang
Dewey number
519.5/35
Index
index present
LC call number
QA278
LC item number
.H37 2012
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorName
Simar, Léopold
http://library.link/vocab/subjectName
  • Multivariate analysis
  • Multivariate Analysis
  • Statistics as Topic
  • Multivariate analysis
Label
Applied multivariate statistical analysis, Wolfgang Karl Härdle, Léopold Simar
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Applied Multivariate Statistical Analysis; Preface to the 3rd Edition; Preface to the 2nd Edition; Preface to the 1st Edition; Contents; Part I: Descriptive Techniques; Chapter 1: Comparison of Batches; 1.1 Boxplots; 1.2 Histograms; 1.3 Kernel Densities; 1.4 Scatterplots; 1.5 Chernoff-Flury Faces; 1.6 Andrews' Curves; 1.7 Parallel Coordinate Plots; 1.8 Hexagon Plots; 1.9 Boston Housing; 1.10 Exercises; Part II: Multivariate Random Variables; Chapter 2: A Short Excursion into Matrix Algebra; 2.1 Elementary Operations; 2.2 Spectral Decompositions; 2.3 Quadratic Forms; 2.4 Derivatives
  • 2.5 Partitioned Matrices2.6 Geometrical Aspects; 2.7 Exercises; Chapter 3: Moving to Higher Dimensions; 3.1 Covariance; 3.2 Correlation; 3.3 Summary Statistics; 3.4 Linear Model for Two Variables; 3.5 Simple Analysis of Variance; 3.6 Multiple Linear Model; 3.7 Boston Housing; 3.8 Exercises; Chapter 4: Multivariate Distributions; 4.1 Distribution and Density Function; 4.2 Moments and Characteristic Functions; 4.3 Transformations; 4.4 The Multinormal Distribution; 4.5 Sampling Distributions and Limit Theorems; 4.6 Heavy-Tailed Distributions; 4.7 Copulae; 4.8 Bootstrap; 4.9 Exercises
  • Chapter 5: Theory of the Multinormal5.1 Elementary Properties of the Multinormal; 5.2 The Wishart Distribution; 5.3 Hotelling's T2-Distribution; 5.4 Spherical and Elliptical Distributions; 5.5 Exercises; Chapter 6: Theory of Estimation; 6.1 The Likelihood Function; 6.2 The Cramer-Rao Lower Bound; 6.3 Exercises; Chapter 7: Hypothesis Testing; 7.1 Likelihood Ratio Test; 7.2 Linear Hypothesis; 7.3 Boston Housing; 7.4 Exercises; Part III: Multivariate Techniques; Chapter 8: Regression Models; 8.1 General ANOVA and ANCOVA Models; 8.1.1 ANOVA Models; 8.1.2 ANCOVA Models; 8.1.3 Boston Housing
  • 8.2 Categorical Responses8.2.1 Multinomial Sampling and Contingency Tables; 8.2.2 Log-linear Models for Contingency Tables; 8.2.3 Testing Issues with Count Data; 8.2.4 Logit Models; 8.3 Exercises; Chapter 9: Decomposition of Data Matrices by Factors; 9.1 The Geometric Point of View; 9.2 Fitting the p-dimensional Point Cloud; 9.3 Fitting the n-dimensional Point Cloud; 9.4 Relations Between Subspaces; 9.5 Practical Computation; 9.6 Exercises; Chapter 10: Principal Components Analysis; 10.1 Standardized Linear Combination; 10.2 Principal Components in Practice; 10.3 Interpretation of the PCs
  • 10.4 Asymptotic Properties of the PCs10.5 Normalized Principal Components Analysis; 10.6 Principal Components as a Factorial Method; 10.7 Common Principal Components; 10.8 Boston Housing; 10.9 More Examples; 10.10 Exercises; Chapter 11: Factor Analysis; 11.1 The Orthogonal Factor Model; 11.2 Estimation of the Factor Model; 11.3 Factor Scores and Strategies; 11.4 Boston Housing; 11.5 Exercises; Chapter 12: Cluster Analysis; 12.1 The Problem; 12.2 The Proximity Between Objects; 12.3 Cluster Algorithms; 12.4 Boston Housing; 12.5 Exercises; Chapter 13: Discriminant Analysis
Control code
772518705
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xvii, 516 pages)
File format
unknown
Form of item
online
Isbn
9783642172281
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-17229-8
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)772518705
Label
Applied multivariate statistical analysis, Wolfgang Karl Härdle, Léopold Simar
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Applied Multivariate Statistical Analysis; Preface to the 3rd Edition; Preface to the 2nd Edition; Preface to the 1st Edition; Contents; Part I: Descriptive Techniques; Chapter 1: Comparison of Batches; 1.1 Boxplots; 1.2 Histograms; 1.3 Kernel Densities; 1.4 Scatterplots; 1.5 Chernoff-Flury Faces; 1.6 Andrews' Curves; 1.7 Parallel Coordinate Plots; 1.8 Hexagon Plots; 1.9 Boston Housing; 1.10 Exercises; Part II: Multivariate Random Variables; Chapter 2: A Short Excursion into Matrix Algebra; 2.1 Elementary Operations; 2.2 Spectral Decompositions; 2.3 Quadratic Forms; 2.4 Derivatives
  • 2.5 Partitioned Matrices2.6 Geometrical Aspects; 2.7 Exercises; Chapter 3: Moving to Higher Dimensions; 3.1 Covariance; 3.2 Correlation; 3.3 Summary Statistics; 3.4 Linear Model for Two Variables; 3.5 Simple Analysis of Variance; 3.6 Multiple Linear Model; 3.7 Boston Housing; 3.8 Exercises; Chapter 4: Multivariate Distributions; 4.1 Distribution and Density Function; 4.2 Moments and Characteristic Functions; 4.3 Transformations; 4.4 The Multinormal Distribution; 4.5 Sampling Distributions and Limit Theorems; 4.6 Heavy-Tailed Distributions; 4.7 Copulae; 4.8 Bootstrap; 4.9 Exercises
  • Chapter 5: Theory of the Multinormal5.1 Elementary Properties of the Multinormal; 5.2 The Wishart Distribution; 5.3 Hotelling's T2-Distribution; 5.4 Spherical and Elliptical Distributions; 5.5 Exercises; Chapter 6: Theory of Estimation; 6.1 The Likelihood Function; 6.2 The Cramer-Rao Lower Bound; 6.3 Exercises; Chapter 7: Hypothesis Testing; 7.1 Likelihood Ratio Test; 7.2 Linear Hypothesis; 7.3 Boston Housing; 7.4 Exercises; Part III: Multivariate Techniques; Chapter 8: Regression Models; 8.1 General ANOVA and ANCOVA Models; 8.1.1 ANOVA Models; 8.1.2 ANCOVA Models; 8.1.3 Boston Housing
  • 8.2 Categorical Responses8.2.1 Multinomial Sampling and Contingency Tables; 8.2.2 Log-linear Models for Contingency Tables; 8.2.3 Testing Issues with Count Data; 8.2.4 Logit Models; 8.3 Exercises; Chapter 9: Decomposition of Data Matrices by Factors; 9.1 The Geometric Point of View; 9.2 Fitting the p-dimensional Point Cloud; 9.3 Fitting the n-dimensional Point Cloud; 9.4 Relations Between Subspaces; 9.5 Practical Computation; 9.6 Exercises; Chapter 10: Principal Components Analysis; 10.1 Standardized Linear Combination; 10.2 Principal Components in Practice; 10.3 Interpretation of the PCs
  • 10.4 Asymptotic Properties of the PCs10.5 Normalized Principal Components Analysis; 10.6 Principal Components as a Factorial Method; 10.7 Common Principal Components; 10.8 Boston Housing; 10.9 More Examples; 10.10 Exercises; Chapter 11: Factor Analysis; 11.1 The Orthogonal Factor Model; 11.2 Estimation of the Factor Model; 11.3 Factor Scores and Strategies; 11.4 Boston Housing; 11.5 Exercises; Chapter 12: Cluster Analysis; 12.1 The Problem; 12.2 The Proximity Between Objects; 12.3 Cluster Algorithms; 12.4 Boston Housing; 12.5 Exercises; Chapter 13: Discriminant Analysis
Control code
772518705
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xvii, 516 pages)
File format
unknown
Form of item
online
Isbn
9783642172281
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-17229-8
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)772518705

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