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First Course in Multivariate Statistics

Language EnglishEnglish
Book Hardback
Book First Course in Multivariate Statistics Bernard Flury
Libristo code: 03612737
Publishers Springer-Verlag New York Inc., August 1997
A comprehensive and self-contained introduction to the field, carefully balancing mathematical theor... Full description
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A comprehensive and self-contained introduction to the field, carefully balancing mathematical theory and practical applications. It starts at an elementary level, developing concepts of multivariate distributions from first principles. After a chapter on the multivariate normal distribution reviewing the classical parametric theory, methods of estimation are explored using the plug-in principles as well as maximum likelihood. Two chapters on discrimination and classification, including logistic regression, form the core of the book, followed by methods of testing hypotheses developed from heuristic principles, likelihood ratio tests and permutation tests. Finally, the powerful self-consistency principle is used to introduce principal components as a method of approximation, rounded off by a chapter on finite mixture analysis.

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About the book

Full name First Course in Multivariate Statistics
Author Bernard Flury
Language English
Binding Book - Hardback
Date of issue 1997
Number of pages 715
EAN 9780387982069
ISBN 038798206X
Libristo code 03612737
Weight 1546
Dimensions 214 x 268 x 46
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