Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar

• Autore: Härdle Wolfgang Karl
• Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015
• Edizione: 4th ed. 2015.
• Descrizione fisica: 1 online resource (XIII, 580 p. 221 illus., 83 illus. in color.)
• Disciplina: 519.535
• Soggetto topico: Statistics; Social sciences - Mathematics; Econometrics; Statistics in Business, Management, Economics, Finance, Insurance; Mathematics in Business, Economics and Finance; Quantitative Economics; Statistical Theory and Methods
• Persona (resp. second.): SimarLéopold
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: 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.
• Sommario/riassunto: 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.
• Titolo autorizzato: Applied Multivariate Statistical Analysis
• ISBN: 9783662451717; 3662451719
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910299784203321
• Lo trovi qui: Univ. Federico II