## ＜電子ブック＞Applied Multivariate Statistical Analysis

責任表示 by Wolfgang Karl Härdle, Léopold Simar Härdle, Wolfgang Karl Simar, Léopold SpringerLink (Online service) 5th ed. 2019. English (英語) Springer International Publishing Imprint: Springer 2019- Cham, Germany This textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight... applications in different multivariate data analysis fields, and all the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. For this new edition, the book has been updated and extensively revised and now includes an extended chapter on cluster analysis. All solutions to the exercises are supplemented by R and MATLAB or SAS computer code and can be downloaded from the Quantlet platform. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions. The Quantlet platform, quantlet.de, quantlet.com, quantlet.org, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding data-driven document-based visualization allow readers to reproduce the tables, pictures and calculations presented in this Springer book.続きを見る Part I Descriptive Techniques1 Comparison of BatchesPart II Multivariate Random Variables2 A Short Excursion into Matrix Algebra3 Moving to Higher Dimensions4 Multivariate Distributions5 Theory of the Multinormal6 Theory of Estimation7 Hypothesis TestingPart III Multivariate Techniques8 Regression Models9 Variable Selection.-10 Decomposition of Data Matrices by Factors11 Principal Components Analysis12 Factor Analysis13 Cluster Analysis14 Discriminant Analysis15 Correspondence Analysis16 Canonical Correlation Analysis17 Multidimensional Scaling18 Conjoint Measurement Analysis19 Applications in Finance20 Computationally Intensive TechniquesPart IV AppendixA Symbols and NotationsB DataIndexReferences.続きを見る http://hdl.handle.net/2324/1001687407 Full text available from Springer Mathematics and Statistics eBooks 2019 English/International

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レコードID 3119561 QA276-280 519.5 Statistics . Economics, Mathematical . Economic theory. Statistical Theory and Methods. Statistics for Business, Management, Economics, Finance, Insurance. Quantitative Finance. Economic Theory/Quantitative Economics/Mathematical Methods. Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. ssj0002264948 9783030260057[3030260054](print) 9783030260071[3030260070](print) 9783030260064[3030260062] 2020.06.27 2020.06.28