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An Introduction to Multivariate Statistical Analysis

Dados Bibliográficos

ID19417545
AutoresRobb J Muirhead, T W Anderson
Ano1986
Volume4
Fascículo1
Páginas135
Data de publicação1986-01-01
Peer ReviewedSim
Open AccessNão
TipoARTICLE
PeriódicoJournal of Business and Economic Statistics (JOURNAL)
Identificadores do periódicoISSN: 0735-0015 • E-ISSN: 1537-2707
EditoraJSTOR (PUBLISHER)
DOI10.2307/1391399
OpenAlexW2063698478
IdiomaEN
Citações recebidas241

Preface to the Third Edition.Preface to the Second Edition.Preface to the First Edition.1. Introduction.2. The Multivariate Normal Distribution.3. Estimation of the Mean Vector and the Covariance Matrix.4. The Distributions and Uses of Sample Correlation Coefficients.5. The Generalized T2-Statistic.6. Classification of Observations.7. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance.8. Testing the General Linear Hypothesis: Multivariate Analysis of Variance9. Testing Independence of Sets of Variates.10. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices.11. Principal Components.12. Cononical Correlations and Cononical Variables.13. The Distributions of Characteristic Roots and Vectors.14. Factor Analysis.15. Pattern of Dependence Graphical Models.Appendix A: Matrix Theory.Appendix B: Tables.References.Index

Covariance · Covariance intersection · Covariance matrix · Estimation of covariance matrices · Law of total covariance · Multivariate normal distribution · Multivariate statistics · Principal component analysis · Scatter matrix · Statistic · Statistical hypothesis testing · Statistics · Test statistic · Advanced Statistical Methods and Models · Mathematics · Applied Mathematics

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