LEADER 05020nam 22006975 450 001 9910360852903321 005 20240930231931.0 010 $a3030260062 010 $a9783030260064 024 7 $a10.1007/978-3-030-26006-4 035 $a(CKB)4100000009844699 035 $a(DE-He213)978-3-030-26006-4 035 $a(MiAaPQ)EBC5983434 035 $a(PPN)258064730 035 $a(EXLCZ)994100000009844699 100 $a20191122d2019 u| 0 101 0 $aeng 135 $aurnn#008aamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aApplied multivariate statistical analysis /$fby Wolfgang Karl Härdle, Léopold Simar 205 $aFifth edition. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2019. 215 $a1 online resource (xii, 558 pages) $c443 illustrations, 308 illustrations in color 311 $a3-030-26005-4 320 $aIncludes bibliographical references and index. 327 $aPart I Descriptive Techniques -- 1 Comparison of Batches -- Part II Multivariate Random Variables -- 2 A Short Excursion into Matrix Algebra -- 3 Moving to Higher Dimensions -- 4 Multivariate Distributions -- 5 Theory of the Multinormal -- 6 Theory of Estimation -- 7 Hypothesis Testing -- Part III Multivariate Techniques -- 8 Regression Models -- 9 Variable Selection.-10 Decomposition of Data Matrices by Factors -- 11 Principal Components Analysis -- 12 Factor Analysis -- 13 Cluster Analysis -- 14 Discriminant Analysis -- 15 Correspondence Analysis -- 16 Canonical Correlation Analysis -- 17 Multidimensional Scaling -- 18 Conjoint Measurement Analysis -- 19 Applications in Finance -- 20 Computationally Intensive Techniques -- Part IV Appendix -- A Symbols and Notations -- B Data. 330 $aThis textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields, and all the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. For this new edition, the book has been updated and extensively revised and now includes an extended chapter on cluster analysis. All solutions to the exercises are supplemented by R and MATLAB or SAS computer code and can be downloaded from the Quantlet platform. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions. The Quantlet platform, quantlet.de, quantlet.com, quantlet.org, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding data-driven document-based visualization allow readers to reproduce the tables, pictures and calculations presented in this Springer book. 606 $aStatistics 606 $aEconomics, Mathematical 606 $aEconomics 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 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 $aStatistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/S17020 606 $aAnàlisi multivariable$2thub 606 $aEstadística econòmica$2thub 608 $aLlibres electrònics$2thub 608 $aTextbooks.$2lcgft 615 0$aStatistics. 615 0$aEconomics, Mathematical. 615 0$aEconomics. 615 14$aStatistical Theory and Methods. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aQuantitative Finance. 615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods. 615 24$aStatistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. 615 7$aAnàlisi multivariable 615 7$aEstadística econòmica 676 $a519.535 700 $aHärdle$b Wolfgang$4aut$4http://id.loc.gov/vocabulary/relators/aut$0420941 702 $aSimar$b Léopold$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910360852903321 996 $aApplied multivariate statistical analysis$94240778 997 $aUNINA