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Applied Multivariate Statistical Analysis

Applied Multivariate Statistical Analysis


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About the Book

Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises.

Table of Contents:
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: Decomposition of Data Matrices by Factors; Principal Components Analysis; Factor Analysis; Cluster Analysis; Discriminate Analysis.- Correspondence Analysis.- Canonical Correlation Analysis.- Multidimensional Scaling.- Conjoint Measurement Analysis.- Application in Finance.- Highly Interactive, Computationally Intensive Techniques.- A: Symbols and Notations.- B: Data.- Bibliography.- Index.

Review :
From the reviews: "The authors??? intention is to present multivariate data analysis in a way that is understandable to non-mathematicians and practitioners who are confronted by statistical data analysis ??? . The book has a friendly yet rigorous style. All methods are demonstrated through numerous real examples. Mathematical results are clearly stated ??? . All chapters contain numerous theoretical and practical exercises. ??? it can be said that the authors have fully attained their goals." (Ricardo Maronna, Statistical Papers, Vol. 46 (1), 2005) "This textbook gives a broad and modern introduction to statistics for multivariate data. A bunch of interesting examples is used to illustrate the techniques. ??? All chapters are finished by memorable summaries subsuming the main results and a couple of exercises. The mathematical background and derivations are concise, while practical aspects like computation and visualization are stressed using detailed examples. ??? I consider the book to be an excellent starting point for everybody interested in learning about statistical methods for multivariable data sets." (R. Fried, Metrika, 2006) "The mathematics and statistical theory is at the graduate statistics level, and at that level, this book is superb. ??? Many of the applications ??? are packed with graphical presentations and are very informative and interesting to read. The exercises would be acceptable for classroom purposes. ??? it would serve well as a reference to a ???mathematically mature??? person already familiar with multivariate methods. The e-book version makes the work particularlyvaluable as a reference." (Charles E. Heckler, Technometrics, Vol. 47 (4), 2005) "The book contains a state of the art presentation of the tools and concepts of multivariate data analysis with a strong focus on applications. ??? It is an attractive blend of theory and practice with a wide range of examples and 228 exercises. All data sets used in the book can be downloaded and a downloadable online version offers interactive exercises and data analysis." (T. Postelnicu, Zentralblatt MATH, Vol. 1028, 2005) "As the title of the book indicates this volume is particularly directed towards a readership that is interested in practical help when facing multivariate statistical problems. ??? Moreover, the many examples accompanying the presentation of the different methods cover various areas of empirical research. ??? It concludes with an appendix where we find all data sets used for the various real data examples. Each section provides a sample of exercises. ??? particular feature of this book is that it belongs to the Springer e-books series." (Stefan Sperlich, Statistical Software Newsletter, 2004) From the reviews: "The authors??? intention is to present multivariate data analysis in a way that is understandable to non-mathematicians and practitioners who are confronted by statistical data analysis ??? . The book has a friendly yet rigorous style. All methods are demonstrated through numerous real examples. Mathematical results are clearly stated ??? . All chapters contain numerous theoretical and practical exercises. ??? it can be said that the authors have fully attained their goals." (Ricardo Maronna, Statistical Papers, Vol. 46 (1), 2005) "This textbook gives a broad and modern introduction to statistics for multivariate data. A bunch of interesting examples is used to illustrate the techniques. ??? All chapters are finished by memorable summaries subsuming the main results and a couple of exercises. The mathematical background and derivations are concise, while practical aspects like computation and visualization are stressed using detailed examples. ??? I consider the book to be an excellent starting point for everybody interested in learning about statistical methods for multivariable data sets." (R. Fried, Metrika, 2006) "The mathematics and statistical theory is at the graduate statistics level, and at that level, this book is superb. ??? Many of the applications ??? are packed with graphical presentations and are very informative and interesting to read. The exercises would be acceptable for classroom purposes. ??? it would serve well as a reference to a ???mathematically mature??? person already familiar with multivariate methods. The e-book version makes the work particularly valuable as a reference." (Charles E. Heckler, Technometrics, Vol. 47 (4),2005) "The book contains a state of the art presentation of the tools and concepts of multivariate data analysis with a strong focus on applications. ??? It is an attractive blend of theory and practice with a wide range of examples and 228 exercises. All data sets used in the book can be downloaded and a downloadable online version offers interactive exercises and data analysis." (T. Postelnicu, Zentralblatt MATH, Vol. 1028, 2005) "As the title of the book indicates this volume is particularly directed towards a readership that is interested in practical help when facing multivariate statistical problems. ??? Moreover, the many examples accompanying the presentation of the different methods cover various areas of empirical research. ??? It concludes with an appendix where we find all data sets used for the various real data examples. Each section provides a sample of exercises. ??? particular feature of this book is that it belongs to the Springer e-books series." (Stefan Sperlich, Statistical Software Newsletter, 2004)


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Product Details
  • ISBN-13: 9783540030799
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 234 mm
  • Returnable: N
  • Weight: 690 gr
  • ISBN-10: 3540030794
  • Publisher Date: 25 Jul 2003
  • Binding: Paperback
  • Language: English
  • Spine Width: 25 mm
  • Width: 156 mm


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