LEADER 04757nam 22006855 450 001 9910299784203321 005 20200630064655.0 010 $a3-662-45171-9 024 7 $a10.1007/978-3-662-45171-7 035 $a(CKB)3710000000360409 035 $a(SSID)ssj0001452134 035 $a(PQKBManifestationID)11801494 035 $a(PQKBTitleCode)TC0001452134 035 $a(PQKBWorkID)11478735 035 $a(PQKB)11595220 035 $a(DE-He213)978-3-662-45171-7 035 $a(MiAaPQ)EBC6312206 035 $a(MiAaPQ)EBC5596401 035 $a(Au-PeEL)EBL5596401 035 $a(OCoLC)904280703 035 $a(PPN)184493854 035 $a(EXLCZ)993710000000360409 100 $a20150226d2015 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aApplied Multivariate Statistical Analysis /$fby Wolfgang Karl Härdle, Léopold Simar 205 $a4th ed. 2015. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2015. 215 $a1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.) 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-662-45170-0 327 $aI 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. 330 $aFocusing 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. 606 $aStatistics  606 $aEconomics, Mathematical  606 $aEconomic theory 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 615 0$aStatistics . 615 0$aEconomics, Mathematical . 615 0$aEconomic theory. 615 14$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aQuantitative Finance. 615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods. 615 24$aStatistical Theory and Methods. 676 $a519.535 700 $aHärdle$b Wolfgang Karl$4aut$4http://id.loc.gov/vocabulary/relators/aut$0732741 702 $aSimar$b Léopold$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299784203321 996 $aApplied Multivariate Statistical Analysis$92504063 997 $aUNINA