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