000 03729nam a22005175i 4500
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
024 7 _a10.1007/978-3-642-17229-8
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aK
_2bicssc
072 7 _aBUS061000
_2bisacsh
082 0 4 _a330.015195
_223
100 1 _aHärdle, Wolfgang Karl.
_eauthor.
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.
300 _aXVII, 516 p. 424 illus., 28 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
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.
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.
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