Theory of Multivariate Statistics

  • Martin Bilodeau
  • David Brenner

Part of the Springer Texts in Statistics book series (STS)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Pages 1-13
  3. Pages 14-35
  4. Pages 43-54
  5. Pages 55-72
  6. Pages 73-84
  7. Pages 85-97
  8. Pages 144-160
  9. Pages 161-173
  10. Pages 174-194
  11. Pages 195-205
  12. Pages 206-242
  13. Back Matter
    Pages 253-288

About this book


Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as for instance robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. A minimum background expected of the reader would include at least two courses in mathematical statistics, and certainly some exposure to the calculus of several variables together with the descriptive geometry of linear algebra.


Likelihood Multivariate Analysis Multivariate Statistics Variance calculus correlation linear algebra mathematical statistics statistics

Authors and affiliations

  • Martin Bilodeau
    • 1
  • David Brenner
    • 2
  1. 1.Faculté des Arts et des Sciences Département de Mathématiques et de StatistiqueUniversité de MontréalMontréalCanada
  2. 2.Department of StatisticsUniversity of TorontoOntarioCanada

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York, Inc. 1999
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98739-2
  • Online ISBN 978-0-387-22616-3
  • Series Print ISSN 1431-875X
  • Buy this book on publisher's site
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