Applied Multivariate Statistical Analysis

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Springer Science & Business Media, 2007 - Business & Economics - 458 pages
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With a wealth of examples and exercises, this is a brand new edition of a classic work on multivariate data analysis. A key advantage of the work is its accessibility. This is because, in its focus on applications, the 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. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.
 

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Contents

A Short Excursion into Matrix Algebra
41
Moving to Higher Dimensions
61
Multivariate Distributions 93
92
Theory of the Multinormal
147
Theory of Estimation
161
Hypothesis Testing
171
I
197
Decomposition of Data Matrices by Factors
203
Exercises
418
Appendix
421
A Symbols and Notations 423
422
B Data
427
Car Data
430
Classic Blue Pullovers Data
432
French Food Data
434
French Baccalauréat Frequencies
435

Principal Components Analysis
215
Factor Analysis 251
250
Cluster Analysis
271
Discriminant Analysis
289
Correspondence Analysis
305
Canonical Correlation Analysis 321
320
Multidimensional Scaling
331
Conjoint Measurement Analysis
347
Applications in Finance
359
Computationally Intensive Techniques
371
Sliced Inverse Regression
379
Support Vector Machines
385
Classification and Regression Trees
401
II
404
Boston Housing
417
U S Crime Data
436
Plasma Data
437
WAIS Data
438
ANOVA Data
439
Timebudget Data
440
Geopol Data
441
U S Health Data
443
Vocabulary Data
444
Athletic Records Data
445
Unemployment Data
447
Bankruptcy Data
448
Bibliography 451
450
Index
455
Copyright

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About the author (2007)

Leopold Simar is Professor of Statistics at The Univeriste Catholique de Louvain, Louvain-la-Neuve, Belgium where he is the Founder-Chairman of the Institute of Statistics. He is also Professor at The Facultes Universitaires Saint-Louis, Brussels, Belgium.

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