Applied multivariate statistical analysis:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Englewood Cliffs, NJ
Prentice-Hall
1992
|
| Edition: | 3. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | XIV, 642 S. graph. Darst. |
| ISBN: | 0130418072 |
Staff View
MARC
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| 100 | 1 | |a Johnson, Richard A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Applied multivariate statistical analysis |c Richard A. Johnson ; Dean W. Wichern |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Englewood Cliffs, NJ |b Prentice-Hall |c 1992 | |
| 300 | |a XIV, 642 S. |b graph. Darst. | ||
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| 650 | 4 | |a Analyse multivariée | |
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Record in the Search Index
| _version_ | 1804123168460242944 |
|---|---|
| adam_text | 2.3 Positive Definite Matrices 48
2.4 A Square Root Matrix 52
2.5 Random Vectors and Matrices 53
2.6 Mean Vectors and Covariance Matrices 54
2.7 Matrix Inequalities and Maximization 65
Supplement 2A Vectors and Matrices: Basic
Concepts 69
Exercises 86 / References 91
3 Sample Geometry and Random
Sampling 92
3.1 Introduction 92
3.2 The Geometry of the Sample 93
3.3 Random Samples and the Expected Values
of the Sample Mean and Covariance Matrix 100
3.4 Generalized Variance 104
3.5 Sample Mean, Covariance, and Correlation as Matrix
Operations 114
3.6 Sample Values of Linear Combinations
of Variables 117
3.7 Treating an Observed Sample as a Population 121
Exercises 122 / References 125
4 The Multivariate Normal Distribution 126
4.1 Introduction 126
4.2 The Multivariate Normal Density and Its
Properties 127
4.3 Sampling from a Multivariate Normal Distribution
and Maximum Likelihood Estimation 143
4.4 The Sampling Distribution of X and S 149
4.5 Large Sample Behavior of X and S 150
4.6 Assessing the Assumption of Normality 152
4.7 Transformations to Near Normality 164
Exercises 171 / References 776
vi Contents
PART II INFERENCES ABOUT
MULTIVARIATE MEANS AND LINEAR MODELS
5 Inferences about a Mean Vector 178
5.1 Introduction 178
5.2 The Plausibility of /i0 as a Value for a Normal
Population Mean 178
5.3 Hotelling s T2 and Likelihood Ratio Tests 184
5.4 Confidence Regions and Simultaneous Comparisons
of Component Means 188
5.5 Large Sample Inferences about a Population Mean
Vector 199
5.6 Inferences about Mean Vectors When Some
Observations Are Missing 202
Supplement 5A Simultaneous Confidence Intervals
and Ellipses as Shadows of the p Dimensional
Ellipsoids 208
Exercises 210 / References 217
O Comparisons of Several Multivariate
Means 219
6.1 Introduction 219
6.2 Paired Comparisons and a Repeated Measures
Design 220
6.3 Comparing Mean Vectors from Two Populations 230
6.4 Comparison of Several Multivariate Population Means
(One Way MANOVA) 241
6.5 Simultaneous Confidence Intervals for Treatment
Effects 253
6.6 Profile Analysis 255
6.7 Two Way Multivariate Analysis of Variance 260
Exercises 271 / References 284
# Multivariate Linear Regression Models 285
7.1 Introduction 285
7.2 The Classical Linear Regression Model 286
7.3 Least Squares Estimation 289
Pnntontc wii
7.4 Inferences about the Regression Model 296
7.5 Inferences from the Estimated Regression
Function 305
7.6 Model Checking and Other Aspects
of Regression 308
1.1 Multivariate Multiple Regression 314
7.8 The Concept of Linear Regression 328
7.9 Comparing the Two Formulations of the Regression
Model 338
7.10 Path Analysis—An Analysis of Causal Relations 340
Supplement 7A The Distribution of the Likelihood
Ratio for the Multivariate Multiple Regression
Model 348
Exercises 349 / References 355
PART III ANALYSIS
OF COVARIANCE STRUCTURE O Principal Components 356
8.1 Introduction 356
8.2 Population Principal Components 357
8.3 Summarizing Sample Variation by Principal
Components 567
8.4 Graphing the Principal Components 378
8.5 Large Sample Inferences 380
Supplement 8A The Geometry of the Sample Principal
Component Approximation 384
Exercises 388 / References 394
€1
w Factor Analysis and Inference for Structured
Covariance Matrices 396
9.1 Introduction 396
9.2 The Orthogonal Factor Model 397
9.3 Methods of Estimation 403
9.4 Factor Rotation 419
9.5 Factor Scores 429
9.6 Perspectives and a Strategy for Factor Analysis 435
viii Contents
12.5 Multidimensional Scaling 602
J 12.6 Data Displays and Pictorial Representations 609
Exercises 620 j References 627
Appendix 628
Table 1 Standard Normal Probabilities 629
Table 2 Student s t Distribution Critical Points 630
Table 3 x2 Critical Points 631
Table 4 ^ Distribution Critical Points (a = .10) 632
Table 5 F Distribution Critical Points (a = .05) 634
Table 6 F Distribution Critical Points (a = .01) 636
Data Index 638
Subject Index 639
x Contents
9.7 Structural Equation Models 443
Supplement 9A Some Computational Details
for Maximum Likelihood Estimation 448
Exercises 451 / References 458
¦ tf Canonical Correlation Analysis 459
10.1 Introduction 459
10.2 Canonical Variates and Canonical Correlations 460
10.3 Interpreting the Population Canonical Variables 466
10.4 The Sample Canonical Variates and Sample Canonical
Correlations 471
10.5 Additional Sample Descriptive Measures 479
10.6 Large Sample Inferences 483
Exercises 487 / References 491
PART IV CLASSIFICATION
AND GROUPING TECHNIQUES 1 I Discrimination and Classification 493
11.1 Introduction 493
11.2 Separation and Classification for Two
Populations 494
11.3 Classification with Two Multivariate Normal
Populations 503
11.4 Evaluating Classification Functions 511
11.5 Fisher s Discriminant Function—Separation
of Populations 522
11.6 Classification with Several Populations 525
11.7 Fisher s Method for Discriminating among Several
Populations 540
11.8 Final Comments 552
Exercises 556 / References 571
1 JL Clustering 573
12.1 Introduction 573
12.2 Similarity Measures 575
12.3 Hierarchical Clustering Methods 584
12.4 Nonhierarchical Clustering Methods 596
Contents ix
|
| any_adam_object | 1 |
| author | Johnson, Richard A. Wichern, Dean W. |
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| ctrlnum | (OCoLC)24955047 (DE-599)BVBBV008815149 |
| dewey-full | 519.5/35 519.5/3520 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
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| dewey-raw | 519.5/35 519.5/35 20 |
| dewey-search | 519.5/35 519.5/35 20 |
| dewey-sort | 3519.5 235 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| spelling | Johnson, Richard A. Verfasser aut Applied multivariate statistical analysis Richard A. Johnson ; Dean W. Wichern 3. ed. Englewood Cliffs, NJ Prentice-Hall 1992 XIV, 642 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Analyse multivariée Multivariate analyse gtt Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Multivariate Analyse (DE-588)4040708-1 s DE-604 Wichern, Dean W. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005831973&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Johnson, Richard A. Wichern, Dean W. Applied multivariate statistical analysis Analyse multivariée Multivariate analyse gtt Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4040708-1 (DE-588)4123623-3 |
| title | Applied multivariate statistical analysis |
| title_auth | Applied multivariate statistical analysis |
| title_exact_search | Applied multivariate statistical analysis |
| title_full | Applied multivariate statistical analysis Richard A. Johnson ; Dean W. Wichern |
| title_fullStr | Applied multivariate statistical analysis Richard A. Johnson ; Dean W. Wichern |
| title_full_unstemmed | Applied multivariate statistical analysis Richard A. Johnson ; Dean W. Wichern |
| title_short | Applied multivariate statistical analysis |
| title_sort | applied multivariate statistical analysis |
| 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 Lehrbuch |
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