An introduction to applied multivariate statistics:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
North Holland
1983
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. [375] - 385 |
| Physical Description: | X, 394 S. graph. Darst. |
| ISBN: | 0444006214 |
Staff View
MARC
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| 245 | 1 | 0 | |a An introduction to applied multivariate statistics |c M. S. Srivastava and E. M. Carter |
| 264 | 1 | |a New York [u.a.] |b North Holland |c 1983 | |
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Record in the Search Index
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| adam_text | Contents
Preface ix
Chapter 1 Some Results on Matrices 1
1.1 Notation and Definitions 1
1.2 Matrix Operations 3
1.3 Determinants 6
1.4 Rank of a Matrix 8
1.5 Inverse of a Nonsingular Matrix 10
1.6 Generalized Inverse of a Matrix 11
1.7 Idempotent Matrices 12
1.8 Characteristic Roots and Characteristic Vectors 12
1.9 Positive Definite and Positive
Semidefinite Matrices 13
1.10 Some Inequalities 14
1.11 Computational Procedures 15
Problems 23
Chapter 2 Multivariate Normal Distributions 25
2.1 Some Notation 25
2.2 Multivariate Normal Distributions 26
2.3 Some Properties of Multivariate
Normal Distributions 28
2.4 Random Sample from iV^j*, 2) 30
2.5 Some Results on Quadratic Forms 34
Appendix 35
Problems 35
vi Contents
Chapter 3 Inference on Location—Hotelling s T2 38
3.1 Introduction 38
3.2 Univariate Testing Problems 38
3.3 Multivariate Generalization 40
3.4 Comparing Means of Correlated Random Variables 55
3.5 A Test for a Subvector 56
3.6 Tests for Detecting a Change in Mean 60
3.7 Normal Probability Plots and Transformations 64
3.8 Missing Observations 75
3.9 Computational Procedures 88
Problems 91
Chapter 4 Multivariate Analysis of Variance 96
4.1 Introduction 96
4.2 Completely Randomized Design 96
4.3 Randomized Complete Block Design 103
4.4 Latin Square Design 107
4.5 Factorial Experiments 110
4.6 Analysis of Covariance 115
4.7 Transformations 117
4.8 Computational Procedures 122
Problems 126
Chapter 5 Multivariate Regression 134
5.1 Introduction 134
5.2 Linear Regression 134
5.3 Multivariate Regression Model 139
5.4 A Test for Nonadditivity 153
5.5 Analysis of Covariance 153
5.6 Computational Procedures 163
Appendix 166
Problems 167
Chapter 6 Analysis of Growth Curves 170
6.1 Introduction 170
6.2 Polynomial Regression 176
6.3 Generalized MANOVA 181
6.4 Computational Procedures 191
Problems 194
Chapter 7 Repeated Measures and Profile Analysis 198
7.1 Introduction 198
7.2 Repeated Measures for One Population 198
Contents vii
7.3 Split Plot and MANOVA Designs 204
7.4 Regression Model 206
7.5 Profile Analysis: Two Group Case 207
7.6 General Case of J Groups 213
7.7 Profile Analysis with Covariables 219
7.8 Computational Procedures 223
Problems 226
Chapter 8 Classification and Discrimination 231
8.1 Introduction 231
8.2 Classifying into Two Known Normals with
Common Covariance—Fisher s
Discriminant Function 231
8.3 Classifying into Two Normals with Known
Common Covariance 234
8.4 Classifying into Two Completely
Unknown Normals 237
8.5 Classifying into k Normals with
Common Covariance 240
8.6 Classifying into Two Normals with
Unequal Covariance 241
8.7 Step down Procedure 241
8.8 Stepwise Discriminant Analysis: A Variable
Selection Procedure 243
8.9 Canonical Variates 247
8.10 Computational Procedures 250
Appendix. Partial F Tests 252
Problems 253
Chapter 9 Correlation 257
9.1 Introduction 257
9.2 Correlation Between Two Random Variables 257
9.3 Estimating p in the Intraclass
Correlation Model 260
9.4 Simple and Partial Correlations 260
9.5 Multiple Correlation 262
9.6 Canonical Correlation 265
9.7 Computational Procedures 267
Problems 269
Chapter 10 Principal Component Analysis 274
10.1 Introduction 274
10.2 Analysis Based on the Covariance Matrix 274
10.3 Analysis Based on the Sample Correlation Matrix 281
viii Contents
10.4 Tests for Multivariate Normality 286
10.5 Computational Procedures 288
Problems 292
Chapter 11 Factor Analysis 298
11.1 Introduction 298
11.2 Estimation of Parameters 299
11.3 Factor Rotation 303
11.4 Factor Scores 306
11.5 Computational Procedures 307
Appendix 316
Problems 318
Chapter 12 Inference on Covariance Matrices 324
12.1 Introduction 324
12.2 A Test for 2 = 20 324
12.3 A Test for Sphericity 326
12.4 A Test for an Intraclass Correlation Model 328
12.5 A Test for Equicorrelation 330
12.6 A Test for Zero Correlation 332
12.7 A Test for Equality of Covariance 333
12.8 A Test for Independence 335
12.9 A Test for Covariance Matrix Equal to the
Identity Matrix and Zero Mean Vector 337
12.10 A Test for Covariance Matrix Equal to a21
and Zero Mean Vector 338
Problems 338
¦Appendix I Tables 343
Appendix II APL Programs 365
Bibliography 375
Author Index 387
Subject Index 391
|
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| indexdate | 2024-07-09T15:43:38Z |
| institution | BVB |
| isbn | 0444006214 |
| language | English |
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| physical | X, 394 S. graph. Darst. |
| publishDate | 1983 |
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| publisher | North Holland |
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| spelling | Srivastava, M. S. 1936- Verfasser (DE-588)170217914 aut An introduction to applied multivariate statistics M. S. Srivastava and E. M. Carter New York [u.a.] North Holland 1983 X, 394 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. [375] - 385 Analyse multivariée Multivariate analyse gtt Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 s DE-604 Carter, Edward M. Verfasser (DE-588)172030757 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001511730&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Srivastava, M. S. 1936- Carter, Edward M. An introduction to applied multivariate statistics Analyse multivariée Multivariate analyse gtt Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4040708-1 |
| title | An introduction to applied multivariate statistics |
| title_auth | An introduction to applied multivariate statistics |
| title_exact_search | An introduction to applied multivariate statistics |
| title_full | An introduction to applied multivariate statistics M. S. Srivastava and E. M. Carter |
| title_fullStr | An introduction to applied multivariate statistics M. S. Srivastava and E. M. Carter |
| title_full_unstemmed | An introduction to applied multivariate statistics M. S. Srivastava and E. M. Carter |
| title_short | An introduction to applied multivariate statistics |
| title_sort | an introduction to applied multivariate statistics |
| topic | Analyse multivariée Multivariate analyse gtt Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd |
| topic_facet | Analyse multivariée Multivariate analyse Multivariate analysis Multivariate Analyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001511730&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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