| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910299784203321 |
|
|
Autore |
Härdle Wolfgang Karl |
|
|
Titolo |
Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Edizione |
[4th ed. 2015.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.) |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Statistics |
Economics, Mathematical |
Economic theory |
Statistics for Business, Management, Economics, Finance, Insurance |
Quantitative Finance |
Economic Theory/Quantitative Economics/Mathematical Methods |
Statistical Theory and Methods |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Bibliographic Level Mode of Issuance: Monograph |
|
|
|
|
|
|
Nota di contenuto |
|
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. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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. |
|
|
|
|
|
| |