Concepedia

Theory of multivariate statistics

Unknown author(s)

Choice Reviews Online · 2000 · 309 citations · 171 references

DOI

Concepts

Abstract

Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- Multivariate sampling.- Wishart distributions.- Tests on mean and variance.- Multivariate regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions and tests.

References

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Applied Multivariate Statistical Analysis.

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An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · Journal of Business and Economic Statistics · 1986 · 9.2K citations

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