Applied multivariate statistical analysis /

Applied multivariate statistical analysis /

Saved in:
Bibliographic Details
Author / Creator:Härdle, Wolfgang, author.
Edition:Fourth edition.
Imprint:Berlin : Springer, 2015.
Description:1 online resource (xiii, 580 pages) : illustrations (some color)
Language:English
Subject:
Multivariate analysis.
Multivariate analysis.
Data Interpretation, Statistical.
Mathematics.
Multivariate Analysis.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11092163
Hidden Bibliographic Details
Other authors / contributors:Simar, Léopold, author.
ISBN:9783662451717
3662451719
3662451700
9783662451700
9783662451700
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (SpringerLink, viewed March 3, 2015).
Summary:Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.℗ℓ It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.℗ℓ All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumersℓ́ℓ preferences are collected in order to construct models of consumer behavior.℗ℓ All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in H©Þrdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
Other form:Printed edition: 9783662451700
Standard no.:10.1007/978-3-662-45171-7
Table of Contents:
  • I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix Algebra
  • Moving to Higher Dimensions
  • Multivariate Distributions
  • Theory of the Multinormal
  • Theory of Estimation
  • Hypothesis Testing
  • III Multivariate Techniques: Regression Models
  • Variable Selection
  • Decomposition of Data Matrices by Factors
  • Principal Components Analysis
  • Factor Analysis
  • Cluster Analysis
  • Discriminant Analysis
  • Correspondence Analysis
  • Canonical Correlation Analysis
  • Multidimensional Scaling
  • Conjoint Measurement Analysis
  • Applications in Finance
  • Computationally Intensive Techniques
  • IV Appendix: Symbols and Notations
  • Data.

Similar Items