Multivariate Statistical Analysis

Name: Multivariate Statistical Analysis
Brand: Springer
SKU: 9780792366430
Price: 100.0 EUR
Availability: InStock

A High-Dimensional Approach

Autor: V.I. Serdobolskii

Jazyk:

Väzba: Pevná

Vydavateľ: Springer

Dostupnosť: Skladom u dodávateľa

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

Informácie o knihe

Autor

V.I. Serdobolskii

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2000

Stránok

244

EAN

9780792366430

ISBN

0792366433

Enbook ID

01396593

Vydavateľ

Springer

Hmotnosť

550

Rozmery

242 x 168 x 25

Kompletný popis

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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