Multivariate statistics: high-dimensional and large-sample approximations
Wiley
Hoboken, N.J.
c2010
xviii, 533 p.; 25 cm
Wiley series in probability and statistics
Includes bibliographical references )p. ]513[-526( and index
Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu
1
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