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Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu.

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Author/Creator:
Fujikoshi, Yasunori, 1942-
Language:
English.
Publication date:
2010
Imprint:
Hoboken, N.J. : Wiley, c2010.
Format:
  • Book
  • xviii, 533 p. : ill ; 25 cm.
Bibliography:
Includes bibliographical references (p. [513]-526) and index.
Contents:
  • Multivariate normal and related distributions
  • Wishart distribution
  • Hotelling's T2 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.
Contributor:
Ulyanov, Vladimir V., 1953-
Shimizu, Ryoichi, 1931-
Series:
Wiley series in probability and statistics.
Subjects:
ISBN:
9780470411698
0470411694

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