Książka A First Course in Multivariate Statistics Bernard Flury

A First Course in Multivariate Statistics

Autor: Bernard Flury
Język: Angielski
Oprawa: Miękka
Wydawca: Springer, Berlin
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
353.65
A comprehensive and self-contained introduction to the field, carefully balancing mathematical theor...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2010
strony
715
EAN
9781441931139
ISBN
1441931139
Enbook ID
01421799
Waga
1329
Wymiary
155 x 235 x 37

Pełny opis

A comprehensive and self-contained introduction to the field, carefully balancing mathematical theory and practical applications. It starts at an elementary level, developing concepts of multivariate distributions from first principles. After a chapter on the multivariate normal distribution reviewing the classical parametric theory, methods of estimation are explored using the plug-in principles as well as maximum likelihood. Two chapters on discrimination and classification, including logistic regression, form the core of the book, followed by methods of testing hypotheses developed from heuristic principles, likelihood ratio tests and permutation tests. Finally, the powerful self-consistency principle is used to introduce principal components as a method of approximation, rounded off by a chapter on finite mixture analysis.

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