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Multivariate statistics : high-dimensional and large-sample approximations
- Author / Creator
- Available as
- Online
- Summary
-
A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the f...
A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the first book of its kind to explore how classical multivariate methods can be revised and used in place of conventional statistical tools. Written by prominent researchers in the field, the book focuses on high-dimensional and large-scale approximations and details the many basic multivariate methods used to achieve high levels of accuracy. The authors begin with a fundamental presentation of the basic.
Details
- Creator
- Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu
- Format
- Books
- Language
- English
- Contributors
- Publication
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- Hoboken, N.J. : Wiley, [2010]
- ©2010
- Physical Details
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- 1 online resource (xviii, 533 pages)
- data file
- ISBNs
- 0470539860, 9786613246462, 1283246465, 9780470411698, 9780470539866, 0470539879, 0470411694, 9781283246460, 9780470539873
- OCLC
- ocn751970345
- Includes bibliographical references and index.
- Front Matter -- Multivariate Normal and Related Distributions -- Wishart Distribution -- Hotelling's T and Lambda Statistics -- Correlation Coefficients -- Asymptotic Expansions for Multivariate Basic Statistics -- MANOVA Models -- Multivariate Regression -- Classical and High-Dimensional Tests for Covariance Matrices -- Discriminant Analysis -- Principal Component Analysis -- Canonical Correlation Analysis -- Growth Curve Analysis -- Approximation to the Scale-Mixted Distributions -- Approximation to Some Related Distributions -- Error Bounds for Approximations of Multivariate Tests -- Error Bounds for Approximations to Some Other Statistics -- Appendix -- Bibliography -- Index -- Wiley Series in Probability and Statistics
- Multivariate normal and related distributions -- Wishart distribution -- Hotelling's T² and lambda statistics -- Correlation coefficents -- Asymptotic expansions from multivariate basic statistics -- MANOVA models -- Multivariate regression -- Classical and high-dimensional tests for covariance matrices -- Discriminant analysis -- Principal component analysis -- Canonical correlation analysis -- Growth curve analysis --Approximation to the scale-mixted distributions -- Approximation to some related distributions -- Error bounds for approximations of multivariate tests -- Error bounds for approximations to some other statistics -- Appendix