Multivariate Statistical Analysis: Revised And Expanded, 2nd Edition (Hardback) book cover

Multivariate Statistical Analysis

Revised And Expanded, 2nd Edition

By Narayan C. Giri

CRC Press

550 pages

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Hardback: 9780824747138
pub: 2003-11-14
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pub: 2003-11-14
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Significantly revised and expanded, Multivariate Statistical Analysis, Second Edition addresses several added topics related to the properties and characterization of symmetric distributions, elliptically symmetric multivariate distributions, singular symmetric distributions, estimation of covariance matrices, tests of mean against one-sided alternatives, and correlations in symmetrical distributions. Its discussions and examples draw on a wide range of multivariate data, from biometry, agriculture, biomedical science, economics, to filtering and stochastic control, stock market data analysis, and random signal processing.

Table of Contents

Vector and Matrix AlgebraGroups, Jacobian of Some Transformations, Functions, and SpacesMultivariate Distributions and InvarianceProperties of Multivariate DistributionsEstimators of Parameters and Their FunctionsBasic Multivariate Sampling DistributionsTests of Hypotheses of Mean VectorsTests Concerning Covariance Matrices and Mean VectorsDiscriminant AnalysisPrincipal ComponentsCanonical CorrelationsFactor AnalysisBibliography of Related Recent PublicationsAppendix A: Tables for the Chi-Square Adjustment FactorAppendix B: Publications of the Author

About the Author

Giri, Narayan C.

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General