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Applied Multivariate Statistical Analysis / by Wolfgang Karl Härdle, Léopold Simar.
Springer Nature - Springer Mathematics and Statistics eBooks 2015 English International Available online
View online- Format:
- Book
- Author/Creator:
- Härdle, Wolfgang Karl., Author.
- Simar, Léopold, Author.
- Language:
- English
- Subjects (All):
- Statistics.
- Social sciences--Mathematics.
- Social sciences.
- Econometrics.
- Statistics in Business, Management, Economics, Finance, Insurance.
- Mathematics in Business, Economics and Finance.
- Quantitative Economics.
- Statistical Theory and Methods.
- Local Subjects:
- Statistics in Business, Management, Economics, Finance, Insurance.
- Mathematics in Business, Economics and Finance.
- Quantitative Economics.
- Statistical Theory and Methods.
- Physical Description:
- 1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.)
- Edition:
- 4th ed. 2015.
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
- Language Note:
- English
- Summary:
- Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
- 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: Regression Models
- Variable Selection
- Decomposition of Data Matrices by Factors
- Principal Components Analysis
- Factor Analysis
- Cluster Analysis
- Discriminant Analysis
- Correspondence Analysis
- Canonical Correlation Analysis
- Multidimensional Scaling
- Conjoint Measurement Analysis
- Applications in Finance
- Computationally Intensive Techniques
- IV Appendix: Symbols and Notations
- Data.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- ISBN:
- 9783662451717
- 3662451719
- OCLC:
- 904280703
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