Advanced Multivariate Statistics with Matrices / Edition 1

by Tïnu Kollo, D. von Rosen

Overview

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 different 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 find useful methods and ideas for solving their problems. It has been designed as a textbook for a two semester graduate course on multiva- 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 diffent purposes and for people with different interests, background and knowledge.

Product Details

ISBN-13:	9789048168590
Publisher:	Springer Netherlands
Publication date:	12/01/2010
Series:	Mathematics and Its Applications , #579
Edition description:	Softcover reprint of hardcover 1st ed. 2005
Pages:	490
Product dimensions:	6.30(w) x 9.45(h) x 0.04(d)

Table of Contents

Basic Matrix Theory and Linear Algebra.- Multivariate Distributions.- Distribution Expansions.- Multivariate Linear Models.

Editorial Reviews

From the reviews of the first edition:

"This book deals with applications for matrices for the study of distributions of statistics arising in multivariate statistical analysis. … The book is well-written and, for a serious student or researcher interested in applications of matrices to multivariate statistical analysis, I recommend this book strongly." (B. L. S. Prakasa Rao, Zentralblatt MATH, Vol. 1079, 2006)

From the Publisher