Introduction and Overview. Multivariate Estimation Methods. Dimension Reduction: Principal Component Analysis. Sparse Robust PCA. Canonical Correlation Analysis. Factor Analysis. Sample Reduction: k-Means and Model-Based Clustering. Robust Clustering. Robust Model-Based Clustering. Double Clustering. Discriminant Analysis. Appendix. Bibliography. Index.
Biography
Alessio Farcomeni is an assistant professor in the Department of Public Health and Infectious Diseases at the University of Rome Sapienza. His work focuses on robust statistics, longitudinal models, categorical data analysis, cluster analysis, and multiple testing. He also is involved in clinical, ecological, and econometric research.
Luca Greco is an assistant professor in the Department of Law, Economics, Management and Quantitative Methods at the University of Sannio. His research interests include robust statistics, likelihood asymptotics, pseudolikelihood functions, and skew elliptical distributions.
