Multivariate Statistics:: Exercises and Solutions

Paperback | July 27, 2007

byWolfgang Karl Härdle, Zdenek Hlávka

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The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic. The first part of this book is devoted to graphical techniques. The second deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The final section contains a wide variety of exercises in applied multivariate data analysis.

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From the Publisher

The authors have cleverly used exercises and their solutions to explore the concepts of multivariate data analysis. Broken down into three sections, this book has been structured to allow students in economics and finance to work their way through a well formulated exploration of this core topic. The first part of this book is devoted ...

From the Jacket

The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide...

Format:PaperbackDimensions:382 pages, 9.25 × 6.1 × 0.68 inPublished:July 27, 2007Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0387707840

ISBN - 13:9780387707846

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Extra Content

Table of Contents

Comparison of Batches.- A Short Excursion Into Matrix Algebra.- Moving to Higher Dimensions.- Multivariate Distributions.- Theory of The Multinormal.- Theory of Estimation.- Hypothesis Testing.- Decomposition of Data Matrices by Factors.- Principal Components Analysis.- Factor Analysis.- Cluster Analysis.- Discriminate Analysis.- Correspondence Analysis.- Canonical Correlation Analysis.- Multidimensional Scaling.- Conjoint Measurement Analysis.- Applications in Finance.- Highly Interactive, Computationally Intensive Techniques.

Editorial Reviews

“In general, I find this book particularly instructive, by discussing various techniques and analytical tools via exercises with rigorous solutions. The computer codes for computer-based exercises are available in R or XploRe languages through the Springer link web pages and from the authors’ home pages. The web links also provide access to real datasets used in the book. This is a very useful exercise book for students and instructors as well as for nonexperts using in applied multivariate data analysis. There has been large demand for techniques to handle and analyze high-dimensional data. In this regard, the book would be a good reference for researchers and students working in the theory or applications of multivariate statistical analysis.” (Journal of the American Statistical Association, Dec. 2009, Vol. 104, No. 488)