Multivariate Statistics

Résumé du livre

Building from his lecture notes, Eaton (mathematics, U. of Minnesota) has designed this text to support either a one-year class in graduate-level multivariate courses or independent study. He presents a version of multivariate statistical theory in which vector space and invariance methods replace to a large extent more traditional multivariate methods. Using extensive examples and exercises Eaton describes vector space theory, random vectors, the normal distribution on a vector space, linear statistical models, matrix factorization and Jacobians, topological groups and invariant measures, first applications of invariance, the Wishart distribution, inferences for means in multivariate linear models and canonical correlation coefficients. Eaton also provides comments on selected exercises and a bibliography.