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Applied multivariate statistical analysis [electronic resource] / Wolfgang Karl Härdle, Léopold Simar.

Härdle, Wolfgang, author.; Simar, Léopold, author.
2015
QA278
Available Online
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Title
Applied multivariate statistical analysis [electronic resource] / Wolfgang Karl Härdle, Léopold Simar.
Author
Härdle, Wolfgang, author.
Edition
Fourth edition.
ISBN
9783662451717 electronic book
3662451719 electronic book
9783662451700
DOI
https://doi.org/10.1007/978-3-662-45171-7
Published
Berlin : Springer, 2015.
Language
English
Description
1 online resource (xiii, 580 pages) : illustrations
Item Number
10.1007/978-3-662-45171-7 doi
Call Number
QA278
Dewey Decimal Classification
519.5/35
Summary
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.℗ℓ 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.℗ℓ 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 consumersℓ́ℓ preferences are collected in order to construct models of consumer behavior.℗ℓ 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 H©Þrdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed March 3, 2015).
Added Author
Simar, Léopold, author.
Available in Other Form
Print version: 9783662451700
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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.

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