1.

Record Nr.

UNINA9910816950903321

Autore

Fujikoshi Yasunori <1942->

Titolo

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

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, c2010

ISBN

1-283-24646-5

9786613246462

0-470-53987-9

0-470-53986-0

Descrizione fisica

1 online resource (564 p.)

Collana

Wiley series in probability and statistics

Altri autori (Persone)

UlyanovVladimir V. <1953->

ShimizuRyoichi <1931->

Disciplina

519.5/35

Soggetti

Multivariate analysis

Approximation theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Multivariate normal and related distributions -- Wishart distribution -- Hotelling's T² and lambda statistics -- Correlation coefficients -- 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.

Sommario/riassunto

A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the first book of its kind to explore how classical multivariate methods can be revised and used in place of conventional statistical tools. Written by prominent researchers in the field, the book focuses on high-dimensional and large-scale approximations and details the many basic



multivariate methods used to achieve high levels of accuracy. The authors begin with a fundamental presenta