000 | 03729nam a22005175i 4500 | ||
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001 | 978-3-642-17229-8 | ||
003 | DE-He213 | ||
005 | 20140220083256.0 | ||
007 | cr nn 008mamaa | ||
008 | 120103s2012 gw | s |||| 0|eng d | ||
020 |
_a9783642172298 _9978-3-642-17229-8 |
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024 | 7 |
_a10.1007/978-3-642-17229-8 _2doi |
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050 | 4 | _aQA276-280 | |
072 | 7 |
_aPBT _2bicssc |
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_aK _2bicssc |
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_aBUS061000 _2bisacsh |
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082 | 0 | 4 |
_a330.015195 _223 |
100 | 1 |
_aHärdle, Wolfgang Karl. _eauthor. |
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245 | 1 | 0 |
_aApplied Multivariate Statistical Analysis _h[electronic resource] / _cby Wolfgang Karl Härdle, Léopold Simar. |
250 | _a3rd ed. 2012. | ||
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2012. |
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300 |
_aXVII, 516 p. 424 illus., 28 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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505 | 0 | _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 -- 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 -- Bibliography -- Index. | |
520 | _aMost of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets. | ||
650 | 0 | _aStatistics. | |
650 | 0 | _aFinance. | |
650 | 0 | _aMathematical statistics. | |
650 | 0 |
_aEconomics _xStatistics. |
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650 | 0 | _aEconomics. | |
650 | 1 | 4 | _aStatistics. |
650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aEconomic Theory. |
650 | 2 | 4 | _aStatistical Theory and Methods. |
700 | 1 |
_aSimar, Léopold. _eauthor. |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642172281 |
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-17229-8 |
912 | _aZDB-2-SMA | ||
999 |
_c101870 _d101870 |