Multivariate statistics: high-dimensional and large-sample approximations
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Wiley
Name of Publisher, Distributor, etc.
Hoboken, N.J.
Date of Publication, Distribution, etc.
c2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xviii, 533 p.; 25 cm
SERIES
Other Title Information
Wiley series in probability and statistics
GENERAL NOTES
Text of Note
Includes bibliographical references )p. ]513[-526( and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu
ORIGINAL VERSION NOTE
Text of Note
1
CONTENTS NOTE
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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