| Advanced Multivariate Statistics with Matrices 2005 Edition Contributor(s): Kollo, Tõnu (Author), Rosen, D. Von (Author) |
|
 |
ISBN: 1402034180 ISBN-13: 9781402034183 Publisher: Springer OUR PRICE: $161.49 Product Type: Hardcover - Other Formats Published: May 2005 Annotation: This book presents the authors' personal selection of topics in multivariate statistical analysis with emphasis on tools and techniques. Topics included range from definitions of multivariate moments, multivariate distributions, asymptotic distributions of commonly used statistics and density approximations to a modern treatment of multivariate linear models. The theory used is based on matrix algebra and linear spaces and applies lattice theory in a systematic way. Many of the results are obtained by utilizing matrix derivatives which in turn are built up from the Kronecker product and vec-operator. The matrix normal, Wishart and elliptical distributions are studied in detail. In particular, several moment relations are given. Together with the derivatives of density functions, formulae are presented for density approximations, generalizing classical Edgeworth expansions. The asymptotic distributions of many commonly used statistics are also derived. In the final part of the book the Growth Curve model and its various extensions are studied. The book will be of particular interest to researchers but could also be appropriate as a text-book for graduate courses on multivariate analysis or matrix algebra. |
| Additional Information |
| BISAC Categories: - Mathematics | Algebra - Linear - Mathematics | Mathematical Analysis - Mathematics | Probability & Statistics - Multivariate Analysis |
| Dewey: 519.535 |
| LCCN: 2005296368 |
| Series: Mathematics and Its Applications |
| Physical Information: 1.13" H x 6.14" W x 9.21" (1.95 lbs) 490 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The book presents important tools and techniques for treating problems in m- ern multivariate statistics in a systematic way. The ambition is to indicate new directions as well as to present the classical part of multivariate statistical analysis in this framework. The book has been written for graduate students and statis- cians who are not afraid of matrix formalism. The goal is to provide them with a powerful toolkit for their research and to give necessary background and deeper knowledge for further studies in di?erent areas of multivariate statistics. It can also be useful for researchers in applied mathematics and for people working on data analysis and data mining who can ?nd useful methods and ideas for solving their problems. Ithasbeendesignedasatextbookforatwosemestergraduatecourseonmultiva- ate statistics. Such a course has been held at the Swedish Agricultural University in 2001/02. On the other hand, it can be used as material for series of shorter courses. In fact, Chapters 1 and 2 have been used for a graduate course "Matrices in Statistics" at University of Tartu for the last few years, and Chapters 2 and 3 formed the material for the graduate course "Multivariate Asymptotic Statistics" in spring 2002. An advanced course "Multivariate Linear Models" may be based on Chapter 4. A lot of literature is available on multivariate statistical analysis written for di?- ent purposes and for people with di?erent interests, background and knowledge. |