A first course in multivariate statistics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
1997
|
| Series: | Springer texts in statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke. |
| Physical Description: | XIII, 713 S. Ill., graph. Darst. |
| ISBN: | 038798206X 9781441931139 |
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MARC
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Record in the Search Index
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| adam_text | BERNARD FLURY A FIRST COURSE IN MULTIVARIATE STATISTICS WITH 141 FIGURES
SPRINGER CONTENTS PREFACE VII SOFTWARE AND DATA FILES XV 1. WHY
MULTIVARIATE STATISTICS? 1 EXERCISES FOR CHAPTER 1 19 2. JOINT
DISTRIBUTION OF SEVERAL RANDOM VARIABLES 23 2.1. INTRODUCTORY REMARKS 23
2.2. PROBABILITY DENSITY FUNCTION AND DISTRIBUTION FUNCTION OF A
BIVARIATE RANDOM VARIABLE 25 2.3. MARGINAL DISTRIBUTIONS 38 2.4.
INDEPENDENCE OF RANDOM VARIABLES 47 2.5. EXPECTED VALUES, MOMENTS,
COVARIANCE, AND CORRELATION 57 2.6. CONDITIONAL DISTRIBUTIONS 75 2.7.
CONDITIONAL EXPECTATION AND REGRESSION 89 2.8. MIXED DISCRETE-CONTINUOUS
DISTRIBUTIONS AND FINITE MIXTURES 104 2.9. SUMS OF RANDOM VARIABLES 130
2.10. NOTIONS AND CONCEPTS OF P-VARIATE DISTRIBUTIONS 140 XII CONTENTS
2.11. TRANSFORMATIONS OF RANDOM VECTORS 155 3. THE MULTIVARIATE NORMAL
DISTRIBUTION 171 3.1. REVIEW OF THE UNIVARIATE NORMAL DISTRIBUTION 171
3.2. DEFINITION AND PROPERTIES OF THE MULTIVARIATE NORMAL DISTRIBUTION
175 3.3. FURTHER PROPERTIES OF THE MULTIVARIATE NORMAL DISTRIBUTION 186
3.4. SPHERICAL AND ELLIPTICAL DISTRIBUTIONS 197 4. PARAMETER ESTIMATION
209 4.1. INTRODUCTION 209 4.2. PLUG-IN ESTIMATORS 216 4.3. MAXIMUM
LIKELIHOOD ESTIMATION 233 4.4. MAXIMUM LIKELIHOOD ESTIMATION WITH
INCOMPLETE DATA 260 5. DISCRIMINATION AND CLASSIFICATION, ROUND 1 279
5.1. INTRODUCTION 279 5.2. STANDARD DISTANCE AND THE LINEAR DISCRIMINANT
FUNCTION 280 5.3. USING THE LINEAR DISCRIMINANT FUNCTION 302 5.4. NORMAL
THEORY LINEAR DISCRIMINATION 323 5.5. ERROR RATES 344 5.6. LINEAR
DISCRIMINANT FUNCTIONS AND CONDITIONAL MEANS 357 6. STATISTICAL
INFERENCE FOR MEANS 375 6.1. INTRODUCTION 375 6.2. THE ONE-SAMPLE T 2
-TEST 377 6.3. CONFIDENCE REGIONS FOR MEAN VECTORS 391 6.4. THE
TWO-SAMPLE T 2 -TEST 402 6.5. INFERENCE FOR DISCRIMINANT FUNCTION
COEFFICIENTS 408 6.6. UNION-INTERSECTION AND LIKELIHOOD RATIO TESTING
418 6.7. RESAMPLING-BASED TESTING 435 7. DISCRIMINATION AND
CLASSIFICATION, ROUND 2 453 7.1. OPTIMAL CLASSIFICATION 453 7.2. NORMAL
THEORY CLASSIFICATION REVISITED: LINEAR VS QUADRATIC 460 7.3. CANONICAL
DISCRIMINANT FUNCTIONS 485 7.4. MULTIVARIATE ANALYSIS OF VARIANCE 509
7.5. SIMPLE LOGISTIC REGRESSION 519 7.6. MULTIPLE LOGISTIC REGRESSION
538 CONTENTS XIII 8. LINEAR PRINCIPAL COMPONENT ANALYSIS 563 8.1.
INTRODUCTION 563 8.2. SELF-CONSISTENT APPROXIMATIONS 568 8.3.
SELF-CONSISTENT PROJECTIONS AND ORTHOGONAL LEAST SQUARES 578 8.4.
PROPERTIES OF LINEAR PRINCIPAL COMPONENTS 592 8.5. APPLICATIONS 605 8.6.
SAMPLING PROPERTIES 617 8.7. OUTLOOK 625 9. NORMAL MIXTURES 639 9.1.
INTRODUCTION 639 9.2. MAXIMUM LIKELIHOOD ESTIMATION 645 9.3. THE FOR
NORMAL MIXTURES 656 9.4. EXAMPLES 663 9.5. EPILOGUE: NORMAL THEORY
DISCRIMINATION WITH PARTIALLY CLASSIFIED DATA 679 APPENDIX: SELECTED
RESULTS FROM MATRIX ALGEBRA 687 A.O. PRELIMINARIES 687 A.L. PARTITIONED
MATRICES 687 A.2. POSITIVE DEFINITE MATRICES 688 A.3. THE CHOLESKY
DECOMPOSITION 689 A.4. VECTOR AND MATRIX DIFFERENTIATION 690 A.5.
EIGENVECTORS AND EIGENVALUES 691 A.6. SPECTRAL DECOMPOSITION OF
SYMMETRIE MATRICES 692 A.7. THE SQUARE ROOT OF A POSITIVE DEFINITE
SYMMETRIE MATRIX 693 A.8. ORTHOGONAL PROJECTIONS ON LINES AND PLANES 695
A.9. SIMULTANEOUS DECOMPOSITION OF TWO SYMMETRIE MATRICES 695
BIBLIOGRAPHY 703 INDEX 711
|
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| ctrlnum | (OCoLC)299870683 (DE-599)BVBBV011419602 |
| dewey-full | 519.535 519.5/3521 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.535 519.5/35 21 |
| dewey-search | 519.535 519.5/35 21 |
| dewey-sort | 3519.535 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:09:26Z |
| institution | BVB |
| isbn | 038798206X 9781441931139 |
| language | English |
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| physical | XIII, 713 S. Ill., graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer texts in statistics |
| spelling | Flury, Bernhard 1951- Verfasser (DE-588)115701869 aut A first course in multivariate statistics Bernard Flury New York [u.a.] Springer 1997 XIII, 713 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer texts in statistics Hier auch später erschienene, unveränderte Nachdrucke. Multivariate Analyse - Lehrbuch Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 s DE-604 Erscheint auch als Online-Ausgabe 978-1-4757-2765-4 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007677524&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Flury, Bernhard 1951- A first course in multivariate statistics Multivariate Analyse - Lehrbuch Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4040708-1 |
| title | A first course in multivariate statistics |
| title_auth | A first course in multivariate statistics |
| title_exact_search | A first course in multivariate statistics |
| title_full | A first course in multivariate statistics Bernard Flury |
| title_fullStr | A first course in multivariate statistics Bernard Flury |
| title_full_unstemmed | A first course in multivariate statistics Bernard Flury |
| title_short | A first course in multivariate statistics |
| title_sort | a first course in multivariate statistics |
| topic | Multivariate Analyse - Lehrbuch Multivariate analysis Multivariate Analyse (DE-588)4040708-1 gnd |
| topic_facet | Multivariate Analyse - Lehrbuch Multivariate analysis Multivariate Analyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007677524&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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