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Applied Multivariate Statistical Analysis

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Applied Multivariate Statistical Analysis/ by Wolfgang Karl Härdle, Léopold Simar.
Author:	Härdle, Wolfgang Karl.
other author:	Simar, Léopold.
Description:	XIII, 580 p. 221 illus., 83 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Statistics . -
Online resource:	https://doi.org/10.1007/978-3-662-45171-7
ISBN:	9783662451717

Applied Multivariate Statistical Analysis
Härdle, Wolfgang Karl.

Applied Multivariate Statistical Analysis[electronic resource] /by Wolfgang Karl Härdle, Léopold Simar. - 4th ed. 2015. - XIII, 580 p. 221 illus., 83 illus. in color.online resource.

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.

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. 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. 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 consumers’ preferences are collected in order to construct models of consumer behavior. 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 Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

ISBN: 9783662451717

Standard No.: 10.1007/978-3-662-45171-7doiSubjects--Topical Terms:

1253516
Statistics .

LC Class. No.: QA276-280

Dewey Class. No.: 330.015195

Applied Multivariate Statistical Analysis
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