Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu
Material type:
TextSeries: Wiley series in probability and statisticsPublication details: Hoboken, N.J. : Wiley, c2010Description: xviii, 533 p. ; 25 cmISBN: - 9780470411698 (cloth)
- 0470411694 (cloth)
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
|
UMPLIB GAMBANG | QA278 .F84 2010 (Browse shelf(Opens below)) | 1 | Available | 0000051864 |
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