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Field name	Details
Dewey Class	519.2
Title	Theory of Multivariate Statistics ([EBook] /) / by Martin Bilodeau, David Brenner.
Author	Bilodeau, Martin
Added Personal Name	Brenner, David author.
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : : Springer New York, , 1999.
Physical Details	XVIII, 290 p. : online resource.
Series	Springer Texts in Statistics 1431-875X
ISBN	9780387226163
Summary Note	Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as for instance robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.:
Contents note	Linear algebra -- Random vectors -- Gamma, Dirichlet, and F distributions -- Invariance -- Multivariate normal -- Multivariate sampling -- Wishart distributions -- Tests on mean and variance -- Multivariate regression -- Principal components -- Canonical correlations -- Asymptotic expansions -- Robustness -- Bootstrap confidence regions and tests.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/b97615
Links to Related Works	Subject References: Mathematics . Probabilities . Probability theory and stochastic processes . Statistical Theory and Methods . Statistics . Authors: Bilodeau, Martin . Brenner, David . Corporate Authors: SpringerLink (Online service) . Series: Springer Texts in Statistics . Classification: 519.2 .

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Theory of Multivariate Statistics

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