/ Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu
Wiley
: Hoboken, N.J.,
, c2010.
xviii, 533 p. , 25 cm.
(Wiley series in probability and statistics)
Language: انگلیسی
Print
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.