عنوان

Applied multivariate statistical analysis /

3662451700

3662451719

9783662451700

9783662451717

9783662451700

bnb

b624263

Applied multivariate statistical analysis /

[Book]

Wolfgang Karl Härdle, Léopold Simar.

Fourth edition.

1 online resource (xiii, 580 pages) :

illustrations (some color)

Includes bibliographical references and index.

I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III Multivariate Techniques: Regression Models -- Variable Selection -- Decomposition of Data Matrices by Factors -- Principal Components Analysis -- Factor Analysis -- Cluster Analysis -- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV Appendix: Symbols and Notations -- Data.

0

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.℗ℓ It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.℗ℓ All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumersℓ́ℓ preferences are collected in order to construct models of consumer behavior.℗ℓ All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in H©Þrdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Springer Nature

com.springer.onix. 9783662451717

9783662451700

Multivariate analysis.

Data Interpretation, Statistical.

Mathematics.

Multivariate Analysis.

Business & Economics-- Economics-- Theory.

Business & Economics-- Statistics.

Economic theory & philosophy.

Finance & accounting.

Mathematics-- Applied.

Mathematics-- Probability & Statistics-- General.

Multivariate analysis.

Probability & statistics.

BUS061000

K

PBT

Härdle, Wolfgang

Simar, Léopold

20201221083422.0

pn

[Book]

270410

Y