Aspects of Multivariate Statistical Theory
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Robb J. Muirhead, "Aspects of Multivariate Statistical Theory"
Wiley-Interscience; 2 ed | 2005 | ISBN: 0471769851 | 712 pages | PDF | 19,8 MB
Wiley-Interscience; 2 ed | 2005 | ISBN: 0471769851 | 712 pages | PDF | 19,8 MB
A classical mathematical treatment of the techniques, distributions, and inferences based on the multivariate normal distribution. Introduces noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the uses of spherical and elliptical distributions in multivariate analysis. Discusses recent advances in multivariate analysis, including decision theory and robustness. Also includes tables of percentage points of many of the standard likelihood statistics used in multivariate statistical procedures
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