Table of contents
About this book
The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether 234 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R or XploRe languages. The corresponding libraries are downloadable from the Springer link web pages and from the author’s home pages.
Wolfgang Härdle is Professor of Statistics at Humboldt-Universität zu Berlin. He studied mathematics, computer science and physics at the University of Karlsruhe and received his Dr.rer.nat. at the University of Heidelberg. Later he had positions at Frankfurt and Bonn before he became professeur ordinaire at Université Catholique de Louvain. His current research topic is modelling of implied volatilities and the quantitative analysis of financial markets.
Zdenek Hlávka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universität zu Berlin before he became a member of the Department of Probability and Mathematical Statistics at Charles University in Prague.
- Book Title Multivariate Statistics
- Book Subtitle Exercises and Solutions
- DOI https://doi.org/10.1007/978-0-387-73508-5
- Copyright Information Springer Science+Business Media, LLC 2007
- Publisher Name Springer, New York, NY
- eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
- Softcover ISBN 978-0-387-70784-6
- eBook ISBN 978-0-387-73508-5
- Edition Number 1
- Number of Pages XIII, 368
- Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
Probability Theory and Stochastic Processes
Statistical Theory and Methods
Computational Mathematics and Numerical Analysis
Data Mining and Knowledge Discovery
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