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＜電子ブック＞
Multivariate Statistics : Exercises and Solutions / by Wolfgang Karl Härdle, Zdenek Hlávka

版	1st ed. 2007.
出版者	New York, NY : Springer New York : Imprint: Springer
出版年	2007
本文言語	英語
大きさ	XIII, 368 p : online resource
冊子体	Combinatorial optimization : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held at Como, Italy, August 25-September 2, 1986 / B. Simeone (ed.) ; : gw,: us
著者標目	*Härdle, Wolfgang Karl author Hlávka, Zdenek author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Statistics  LCSH:Mathematics -- Data processing  全ての件名で検索 LCSH:Information visualization LCSH:Data mining LCSH:Computational intelligence FREE:Probability Theory FREE:Statistical Theory and Methods FREE:Computational Mathematics and Numerical Analysis FREE:Data and Information Visualization FREE:Data Mining and Knowledge Discovery FREE:Computational Intelligence
一般注記	Descriptive Techniques -- Comparison of Batches -- Multivariate Random Variables -- A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- Multivariate Techniques -- Decomposition of Data Matrices by Factors -- Principal Component Analysis -- Factor Analysis -- Cluster Analysis -- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Highly Interactive, Computationally Intensive Techniques The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether 234 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R or XploRe languages. The corresponding libraries are downloadable from the Springer link web pages and from the author’s home pages. Wolfgang Härdle is Professor of Statistics at Humboldt-Universität zu Berlin. He studied mathematics, computer science and physics at the University of Karlsruhe and received his Dr.rer.nat. at the University of Heidelberg. Later he had positions at Frankfurt and Bonn before he became professeur ordinaire at Université Catholique de Louvain. His current research topic is modelling of implied volatilities and the quantitative analysis of financial markets. Zdenek Hlávka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universität zu Berlin before he became a member of the Department of Probability and Mathematical Statistics at Charles University in Prague HTTP:URL=https://doi.org/10.1007/978-0-387-73508-5

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