Kniha First Course in Multivariate Statistics Bernard Flury

First Course in Multivariate Statistics

Autor: Bernard Flury
Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
117.03
A comprehensive and self-contained introduction to the field, carefully balancing mathematical theor...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1997
Stránok
715
EAN
9780387982069
ISBN
038798206X
Enbook ID
03612737
Hmotnosť
1546
Rozmery
214 x 268 x 46

Kompletný popis

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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