Theory of multivariate statistics

Posted By: insetes

Theory of multivariate statistics By Martin Bilodeau, David Brenner
1999 | 305 Pages | ISBN: 0387987398 | PDF | 2 MB


1. Linear algebra -- 2. Random vectors -- 3. Gamma, Dirichlet, and F distributions -- 4. Invariance -- 5. Multivariate normal -- 6. Multivariate sampling -- 7. Wishart distributions -- 8. Tests on mean and variance -- 9. Multivariate regression -- 10. Principal components -- 11. Canonical correlations -- 12. Asymptotic expansions -- 13. Robustness -- 14. Bootstrap confidence regions and tests -- A. Inversion formulas -- B. Multivariate cumulants -- C. S-plus functions