Custom cover image
Methods of multivariate analysis / Alvin C. Rencher; William F. Christensen
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley series in probability and statisticsPublisher: Hoboken, New Jersey : Wiley, 2012Edition: Third editionDescription: Online RessourceISBN:- 9781118391655
- 9781282241886
- QA278
Contents:
Summary: Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere." -IIE Transactions Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real-life situations. This Third Edition continues to explore the key descriptive and inferential procedures that result from multivariate analysis. Following a brief overview of the topic, the book goes on to review the fundamentals of matrix algebra, sampling from multivariate populations, and the extension of common univariate statistical procedures (including t-tests, analysis of variance, and multiple regression) to analogous multivariate techniques that involve several dependent variables. The latter half of the book describes statistical tools that are uniquely multivariate in nature, including procedures for discriminating among groups, characterizing low-dimensional latent structure in high-dimensional data, identifying clusters in data, and graphically illustrating relationships in low-dimensional space. In addition, the authors explore a wealth of newly added topics, including: Confirmatory Factor Analysis Classification Trees Dynamic Graphics Transformations to Normality Prediction for Multivariate Multiple Regression Kronecker Products and Vec Notation New exercises have been added throughout the book, allowing readers to test their comprehension of the presented material. Detailed appendices provide partial solutions as well as supplementalSummary: Cover -- Title Page -- Copyright Page -- CONTENTS -- Preface -- Acknowledgments -- 1 Introduction -- 1.1 WHY MULTIVARIATE ANALYSIS? -- 1.2 PREREQUISITES -- 1.3 OBJECTIVES -- 1.4 BASIC TYPES OF DATA AND ANALYSIS -- 2 Matrix Algebra -- 2.1 INTRODUCTION -- 2.2 NOTATION AND BASIC DEFINITIONS -- 2.2.1 Matrices, Vectors, and Scalars -- 2.2.2 Equality of Vectors and Matrices -- 2.2.3 Transpose and Symmetric Matrices -- 2.2.4 Special Matrices -- 2.3 OPERATIONS -- 2.3.1 Summation and Product Notation -- 2.3.2 Addition of Matrices and Vectors -- 2.3.3 Multiplication of Matrices and Vectors -- 2.4 PARTITIONED MATRICES -- 2.5 RANK -- 2.6 INVERSE -- 2.7 POSITIVE DEFINITE MATRICES -- 2.8 DETERMINANTS -- 2.9 TRACE -- 2.10 ORTHOGONAL VECTORS AND MATRICES -- 2.11 EIGENVALUES AND EIGENVECTORS -- 2.11.1 Definition -- 2.11.2 I + A and I - A -- 2.11.3 tr(A)and|A| -- 2.11.4 Positive Definite and Semidefinite Matrices -- 2.11.5 The Product AB -- 2.11.6 Symmetric Matrix -- 2.11.7 Spectral Decomposition -- 2.11.8 Square Root Matrix -- 2.11.9 Square and Inverse Matrices -- 2.11.10 Singular Value Decomposition -- 2.12 KRONECKER AND VEC NOTATION -- Problems -- 3 Characterizing and Displaying Multivariate Data -- 3.1 MEAN AND VARIANCE OF A UNIVARIATE RANDOM VARIABLE -- 3.2 COVARIANCE AND CORRELATION OF BIVARIATE RANDOM VARIABLES -- 3.2.1 Covariance -- 3.2.2 Correlation -- 3.3 SCATTERPLOTS OF BIVARIATE SAMPLES -- 3.4 GRAPHICAL DISPLAYS FOR MULTIVARIATE SAMPLES -- 3.5 DYNAMIC GRAPHICS -- 3.6 MEAN VECTORS -- 3.7 COVARIANCE MATRICES -- 3.8 CORRELATION MATRICES -- 3.9 MEAN VECTORS AND COVARIANCE MATRICES FOR SUBSETS OF VARIABLES -- 3.9.1 Two Subsets -- 3.9.2 Three or More Subsets -- 3.10 LINEAR COMBINATIONS OF VARIABLES -- 3.10.1 Sample Properties -- 3.10.2 Population Properties -- 3.11 MEASURES OF OVERALL VARIABILITY -- 3.12 ESTIMATION OF MISSING VALUES.PPN: PPN: 1658082478Package identifier: Produktsigel: ZDB-30-PAD | ZDB-30-PQE | BSZ-30-PQE-K1DLR
No physical items for this record