Multivariate statistics : high-dimensional and large-sample approximations /
Fujikoshi, Yasunori
Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu - Hoboken, N.J. : Wiley, c2010 - xviii, 533 p. ; 25 cm. - Wiley series in probability and statistics . - Wiley series in probability and statistics .
Includes bibliographical references and index
Multivariate normal and related distributions -- Wishart distribution -- Hotelling’s T² and lambda statistics -- Correlation coefficents -- Asymptotic expansions from multivariate basic statistics -- MANOVA models -- Multivariate regression -- Classical and high-dimensional tests for covariance matrices -- Discriminant analysis -- Principal component analysis -- Canonical correlation analysis -- Growth curve analysis --Approximation to the scale-mixted distributions -- Approximation to some related distributions -- Error bounds for approximations of multivariate tests -- Error bounds for approximations to some other statistics -- Appendix
9780470411698 (cloth) 0470411694 (cloth)
Multivariate analysis
Approximation theory
Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu - Hoboken, N.J. : Wiley, c2010 - xviii, 533 p. ; 25 cm. - Wiley series in probability and statistics . - Wiley series in probability and statistics .
Includes bibliographical references and index
Multivariate normal and related distributions -- Wishart distribution -- Hotelling’s T² and lambda statistics -- Correlation coefficents -- Asymptotic expansions from multivariate basic statistics -- MANOVA models -- Multivariate regression -- Classical and high-dimensional tests for covariance matrices -- Discriminant analysis -- Principal component analysis -- Canonical correlation analysis -- Growth curve analysis --Approximation to the scale-mixted distributions -- Approximation to some related distributions -- Error bounds for approximations of multivariate tests -- Error bounds for approximations to some other statistics -- Appendix
9780470411698 (cloth) 0470411694 (cloth)
Multivariate analysis
Approximation theory