Umfang:
Online-Ressource (XVII, 516p. 424 illus., 28 illus. in color, digital)
Ausgabe:
3rd ed. 2012
ISBN:
9783642172298
Serie:
SpringerLink
Inhalt:
I. Descriptive Techniques: Comparison of Batches -- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III. Multivariate Techniques: Regression Models -- Decomposition of Data Matrices by Factors -- Principal Components Analysis.- Factor Analysis -- Cluster Analysis.- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV. Appendix -- Bibliography -- Index.
Inhalt:
Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets.
Anmerkung:
Description based upon print version of record
,
""Applied Multivariate Statistical Analysis""; ""Preface to the 3rd Edition""; ""Preface to the 2nd Edition""; ""Preface to the 1st Edition""; ""Contents""; ""Part I: Descriptive Techniques""; ""Chapter 1: Comparison of Batches""; ""1.1 Boxplots""; ""1.2 Histograms""; ""1.3 Kernel Densities""; ""1.4 Scatterplots""; ""1.5 Chernoff-Flury Faces""; ""1.6 Andrews' Curves""; ""1.7 Parallel Coordinate Plots""; ""1.8 Hexagon Plots""; ""1.9 Boston Housing""; ""1.10 Exercises""; ""Part II: Multivariate Random Variables""; ""Chapter 2: A Short Excursion into Matrix Algebra""
,
""2.1 Elementary Operations""""2.2 Spectral Decompositions""; ""2.3 Quadratic Forms""; ""2.4 Derivatives""; ""2.5 Partitioned Matrices""; ""2.6 Geometrical Aspects""; ""2.7 Exercises""; ""Chapter 3: Moving to Higher Dimensions""; ""3.1 Covariance""; ""3.2 Correlation""; ""3.3 Summary Statistics""; ""3.4 Linear Model for Two Variables""; ""3.5 Simple Analysis of Variance""; ""3.6 Multiple Linear Model""; ""3.7 Boston Housing""; ""3.8 Exercises""; ""Chapter 4: Multivariate Distributions""; ""4.1 Distribution and Density Function""; ""4.2 Moments and Characteristic Functions""
,
""4.3 Transformations""""4.4 The Multinormal Distribution""; ""4.5 Sampling Distributions and Limit Theorems""; ""4.6 Heavy-Tailed Distributions""; ""4.7 Copulae""; ""4.8 Bootstrap""; ""4.9 Exercises""; ""Chapter 5: Theory of the Multinormal""; ""5.1 Elementary Properties of the Multinormal""; ""5.2 The Wishart Distribution""; ""5.3 Hotelling's T2-Distribution""; ""5.4 Spherical and Elliptical Distributions""; ""5.5 Exercises""; ""Chapter 6: Theory of Estimation""; ""6.1 The Likelihood Function""; ""6.2 The Cramer-Rao Lower Bound""; ""6.3 Exercises""; ""Chapter 7: Hypothesis Testing""
,
""7.1 Likelihood Ratio Test""""7.2 Linear Hypothesis""; ""7.3 Boston Housing""; ""7.4 Exercises""; ""Part III: Multivariate Techniques""; ""Chapter 8: Regression Models""; ""8.1 General ANOVA and ANCOVA Models""; "" 8.1.1 ANOVA Models""; "" 8.1.2 ANCOVA Models""; "" 8.1.3 Boston Housing""; ""8.2 Categorical Responses""; "" 8.2.1 Multinomial Sampling and Contingency Tables""; "" 8.2.2 Log-linear Models for Contingency Tables""; "" 8.2.3 Testing Issues with Count Data""; "" 8.2.4 Logit Models""; ""8.3 Exercises""; ""Chapter 9: Decomposition of Data Matrices by Factors""
,
""9.1 The Geometric Point of View""""9.2 Fitting the p-dimensional Point Cloud""; ""9.3 Fitting the n-dimensional Point Cloud""; ""9.4 Relations Between Subspaces""; ""9.5 Practical Computation""; ""9.6 Exercises""; ""Chapter 10: Principal Components Analysis""; ""10.1 Standardized Linear Combination""; ""10.2 Principal Components in Practice""; ""10.3 Interpretation of the PCs""; ""10.4 Asymptotic Properties of the PCs""; ""10.5 Normalized Principal Components Analysis""; ""10.6 Principal Components as a Factorial Method""; ""10.7 Common Principal Components""; ""10.8 Boston Housing""
,
""10.9 More Examples""
Weitere Ausg.:
ISBN 9783642172281
Weitere Ausg.:
Buchausg. u.d.T. Härdle, Wolfgang, 1953 - Applied multivariate statistical analysis Heidelberg : Springer, 2012 ISBN 3642172288
Weitere Ausg.:
ISBN 9783642172281
Weitere Ausg.:
ISBN 9787301167724
Weitere Ausg.:
Erscheint auch als Online-Ausgabe Härdle, Wolfgang, 1953 - Applied multivariate statistical analysis Heidelberg : Springer, 2012 ISBN 9783642172281
Weitere Ausg.:
ISBN 9787301167724
Sprache:
Englisch
Fachgebiete:
Wirtschaftswissenschaften
,
Mathematik
Schlagwort(e):
Multivariate Analyse
;
Multivariate Analyse
;
Multivariate Analyse
;
Lehrbuch
;
Lehrbuch
DOI:
10.1007/978-3-642-17229-8
URL:
Volltext
(lizenzpflichtig)
Mehr zum Autor:
Simar, Léopold
Mehr zum Autor:
Härdle, Wolfgang 1953-
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