Applied Multivariate Statistical Analysis [electronic resource] / by Wolfgang Karl Härdle, Léopold Simar.

By: Härdle, Wolfgang Karl [author.]Contributor(s): Simar, Léopold [author.] | SpringerLink (Online service)Material type: Text

TextPublisher: Cham : Springer International Publishing : Imprint: Springer, 2019Edition: 5th ed. 2019Description: XII, 558 p. 443 illus., 308 illus. in color. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783030260064Subject(s): Statistics | Economics, Mathematical | Economic theory | Statistical Theory and Methods | Statistics for Business, Management, Economics, Finance, Insurance | Quantitative Finance | Economic Theory/Quantitative Economics/Mathematical Methods | Statistics for Engineering, Physics, Computer Science, Chemistry and Earth SciencesAdditional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification: 519.5 LOC classification: QA276-280Online resources: Click here to access online

Contents:

Part I Descriptive Techniques -- 1 Comparison of Batches -- Part II Multivariate Random Variables -- 2 A Short Excursion into Matrix Algebra -- 3 Moving to Higher Dimensions -- 4 Multivariate Distributions -- 5 Theory of the Multinormal -- 6 Theory of Estimation -- 7 Hypothesis Testing -- Part III Multivariate Techniques -- 8 Regression Models -- 9 Variable Selection.-10 Decomposition of Data Matrices by Factors -- 11 Principal Components Analysis -- 12 Factor Analysis -- 13 Cluster Analysis -- 14 Discriminant Analysis -- 15 Correspondence Analysis -- 16 Canonical Correlation Analysis -- 17 Multidimensional Scaling -- 18 Conjoint Measurement Analysis -- 19 Applications in Finance -- 20 Computationally Intensive Techniques -- Part IV Appendix -- A Symbols and Notations -- B Data -- Index -- References.

In: Springer eBooksSummary: This textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields, and all the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. For this new edition, the book has been updated and extensively revised and now includes an extended chapter on cluster analysis. All solutions to the exercises are supplemented by R and MATLAB or SAS computer code and can be downloaded from the Quantlet platform. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions. The Quantlet platform, quantlet.de, quantlet.com, quantlet.org, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding data-driven document-based visualization allow readers to reproduce the tables, pictures and calculations presented in this Springer book.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 0 )
Title notes ( 2 )

No physical items for this record

This textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields, and all the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. For this new edition, the book has been updated and extensively revised and now includes an extended chapter on cluster analysis. All solutions to the exercises are supplemented by R and MATLAB or SAS computer code and can be downloaded from the Quantlet platform. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions. The Quantlet platform, quantlet.de, quantlet.com, quantlet.org, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding data-driven document-based visualization allow readers to reproduce the tables, pictures and calculations presented in this Springer book.