Multivariate statistics: high-dimensional and large-sample approximations
Wiley
Hoboken, N.J.
c2010
xviii, 533 p.
Wiley series in probability and statistics
Includes bibliographical references and index
Multivariate normal and related distributions -- Wishart distribution -- Hotelling's Tp2s and lambda statistics -- Correlation coefficents -- Asymptotic expansions from multivariate basic statistics -- MANOVA models -- Multivariate regression -- Classical and high-dimensional tests for covariance matrices -- Discriminant analysis -- Principal component analysis -- Canonical correlation analysis -- Growth curve analysis --Approximation to the scale-mixted distributions -- Approximation to some related distributions -- Error bounds for approximations of multivariate tests -- Error bounds for approximations to some other statistics -- Appendix
، Multivariate analysis
، Approximation theory
519
.
5/35
QA
278
.
F84
M8
AU
Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu