Härdle / Hlávka Multivariate Statistics:
Erscheinungsjahr 2007
ISBN: 978-0-387-73508-5
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Exercises and Solutions
E-Book, Englisch, 368 Seiten, Web PDF
Reihe: Mathematics and Statistics (R0)
ISBN: 978-0-387-73508-5
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
An ideal text for undergraduates in disciplines related to economics, this book could also help a university lecturer set up a modern multivariate analysis course. The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic. The book demonstrates the application of basic calculus and multivariate methods in real life situations. It contains more than 200 solved exercises, all of which are available in the R or XploRe languages. The corresponding libraries are downloadable from the Springer link web pages and from the author’s home pages.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
Descriptive Techniques.- Comparison of Batches.- Multivariate Random Variables.- A Short Excursion into Matrix Algebra.- Moving to Higher Dimensions.- Multivariate Distributions.- Theory of the Multinormal.- Theory of Estimation.- Hypothesis Testing.- Multivariate Techniques.- Decomposition of Data Matrices by Factors.- Principal Component Analysis.- Factor Analysis.- Cluster Analysis.- Discriminant Analysis.- Correspondence Analysis.- Canonical Correlation Analysis.- Multidimensional Scaling.- Conjoint Measurement Analysis.- Applications in Finance.- Highly Interactive, Computationally Intensive Techniques.
