04757nam 22006855 450 991029978420332120200630064655.03-662-45171-910.1007/978-3-662-45171-7(CKB)3710000000360409(SSID)ssj0001452134(PQKBManifestationID)11801494(PQKBTitleCode)TC0001452134(PQKBWorkID)11478735(PQKB)11595220(DE-He213)978-3-662-45171-7(MiAaPQ)EBC6312206(MiAaPQ)EBC5596401(Au-PeEL)EBL5596401(OCoLC)904280703(PPN)184493854(EXLCZ)99371000000036040920150226d2015 u| 0engurnn#008mamaatxtccrApplied Multivariate Statistical Analysis /by Wolfgang Karl Härdle, Léopold Simar4th ed. 2015.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2015.1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.)Bibliographic Level Mode of Issuance: Monograph3-662-45170-0 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.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.Statistics Economics, Mathematical Economic theoryStatistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Economic Theory/Quantitative Economics/Mathematical Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/W29000Statistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Statistics .Economics, Mathematical .Economic theory.Statistics for Business, Management, Economics, Finance, Insurance.Quantitative Finance.Economic Theory/Quantitative Economics/Mathematical Methods.Statistical Theory and Methods.519.535Härdle Wolfgang Karlauthttp://id.loc.gov/vocabulary/relators/aut732741Simar Léopoldauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910299784203321Applied Multivariate Statistical Analysis2504063UNINA