Format:
Online-Ressource (XIII, 580 p. 221 illus., 83 illus. in color, online resource)
Edition:
4th ed. 2015
ISBN:
9783662451717
Series Statement:
SpringerLink
Content:
Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg
Note:
I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix AlgebraMoving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III Multivariate Techniques: Regression Models -- Variable Selection -- 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: Symbols and Notations -- Data.
Additional Edition:
ISBN 9783662451700
Additional Edition:
Erscheint auch als Druck-Ausgabe Härdle, Wolfgang, 1953 - Applied multivariate statistical analysis Berlin : Springer, 2015 ISBN 3662451700
Additional Edition:
ISBN 9783662451700
Language:
English
Subjects:
Mathematics
Keywords:
Multivariate Analyse
;
Multivariate Analyse
;
Lehrbuch
DOI:
10.1007/978-3-662-45171-7
URL:
Volltext
(lizenzpflichtig)
Author information:
Simar, Léopold
