03036nam 2200589 a 450 991081695090332120200520144314.01-283-24646-597866132464620-470-53987-90-470-53986-0(CKB)2550000000045431(EBL)698785(OCoLC)751970345(SSID)ssj0000544345(PQKBManifestationID)11332807(PQKBTitleCode)TC0000544345(PQKBWorkID)10536138(PQKB)11230263(MiAaPQ)EBC698785(EXLCZ)99255000000004543120090428d2010 uy 0engur|n|---|||||txtccrMultivariate statistics high-dimensional and large-sample approximations /Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi ShimizuHoboken, N.J. Wileyc20101 online resource (564 p.)Wiley series in probability and statisticsDescription based upon print version of record.0-470-41169-4 Includes bibliographical references and index.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.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 presentaWiley series in probability and statistics.Multivariate analysisApproximation theoryMultivariate analysis.Approximation theory.519.5/35Fujikoshi Yasunori1942-618912Ulyanov Vladimir V.1953-1642069Shimizu Ryoichi1931-1642070MiAaPQMiAaPQMiAaPQBOOK9910816950903321Multivariate statistics3986593UNINA