Multivariate Statistical Analysis

Name: Multivariate Statistical Analysis
Brand: Springer
SKU: 9780792366430
Price: 423.49 PLN
Availability: InStock

A High-Dimensional Approach

Autor: V.I. Serdobolskii

Język:

Oprawa: Twarda

Wydawca: Springer

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-13 dni

423.49 zł

This book presents a new branch of mathematical statistics aimed at constructing unimprovable method...

Informacje o książce

Autor

V.I. Serdobolskii

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2000

strony

244

EAN

9780792366430

ISBN

0792366433

Enbook ID

01396593

Wydawca

Springer

Waga

550

Wymiary

242 x 168 x 25

Pełny opis

This book presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate analysis, multi-parametric estimation, and discriminant and regression analysis. In contrast to the traditional consistent Fisher method of statistics, the essentially multivariate technique is based on the decision function approach by A. Wald. Developing this new method for high dimensions, comparable in magnitude with sample size, provides stable approximately unimprovable procedures in some wide classes, depending on an arbitrary function. A remarkable fact is established: for high-dimensional problems, under some weak restrictions on the variable dependence, the standard quality functions of regularized multivariate procedures prove to be independent of distributions. For the first time in the history of statistics, this opens the possibility to construct unimprovable procedures free from distributions. Audience: This work will be of interest to researchers and graduate students whose work involves statistics and probability, reliability and risk analysis, econometrics, machine learning, medical statistics, and various applications of multivariate analysis.

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Multivariate Statistical Analysis

A High-Dimensional Approach

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