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  • © 2003

Applied Multivariate Statistical Analysis

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Table of contents (18 chapters)

  1. Front Matter

    Pages i-9
  2. Descriptive Techniques

    1. Front Matter

      Pages 11-11
    2. Comparison of Batches

      • Wolfgang Härdle, Léopold Simar
      Pages 13-54
  3. Multivariate Random Variables

    1. Front Matter

      Pages 55-55
    2. A Short Excursion into Matrix Algebra

      • Wolfgang Härdle, Léopold Simar
      Pages 57-80
    3. Moving to Higher Dimensions

      • Wolfgang Härdle, Léopold Simar
      Pages 81-118
    4. Multivariate Distributions

      • Wolfgang Härdle, Léopold Simar
      Pages 119-154
    5. Theory of the Multinormal

      • Wolfgang Härdle, Léopold Simar
      Pages 155-171
    6. Theory of Estimation

      • Wolfgang Härdle, Léopold Simar
      Pages 173-182
    7. Hypothesis Testing

      • Wolfgang Härdle, Léopold Simar
      Pages 183-216
  4. Multivariate Techniques

    1. Front Matter

      Pages 217-217
    2. Decomposition of Data Matrices by Factors

      • Wolfgang Härdle, Léopold Simar
      Pages 219-232
    3. Principal Components Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 233-273
    4. Factor Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 275-299
    5. Cluster Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 301-321
    6. Discriminant Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 323-340
    7. Correspondence Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 341-359
    8. Canonical Correlation Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 361-372
    9. Multidimensional Scaling

      • Wolfgang Härdle, Léopold Simar
      Pages 373-392
    10. Conjoint Measurement Analysis

      • Wolfgang Härdle, Léopold Simar
      Pages 393-406

About this book

Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises.

Reviews

From the reviews:

"The authors’ intention is to present multivariate data analysis in a way that is understandable to non-mathematicians and practitioners who are confronted by statistical data analysis … . The book has a friendly yet rigorous style. All methods are demonstrated through numerous real examples. Mathematical results are clearly stated … . All chapters contain numerous theoretical and practical exercises. … it can be said that the authors have fully attained their goals." (Ricardo Maronna, Statistical Papers, Vol. 46 (1), 2005)

"This textbook gives a broad and modern introduction to statistics for multivariate data. A bunch of interesting examples is used to illustrate the techniques. … All chapters are finished by memorable summaries subsuming the main results and a couple of exercises. The mathematical background and derivations are concise, while practical aspects like computation and visualization are stressed using detailed examples. … I consider the book to be an excellent starting point for everybody interested in learning about statistical methods for multivariable data sets." (R. Fried, Metrika, 2006)

"The mathematics and statistical theory is at the graduate statistics level, and at that level, this book is superb. … Many of the applications … are packed with graphical presentations and are very informative and interesting to read. The exercises would be acceptable for classroom purposes. … it would serve well as a reference to a ‘mathematically mature’ person already familiar with multivariate methods. The e-book version makes the work particularly valuable as a reference." (Charles E. Heckler, Technometrics, Vol. 47 (4), 2005)

"The book contains a state of the art presentation of the tools and concepts of multivariate data analysis with a strong focus on applications. … It is an attractive blend of theory and practice with a wide range of examples and 228 exercises. Alldata sets used in the book can be downloaded and a downloadable online version offers interactive exercises and data analysis." (T. Postelnicu, Zentralblatt MATH, Vol. 1028, 2005)

"As the title of the book indicates this volume is particularly directed towards a readership that is interested in practical help when facing multivariate statistical problems. … Moreover, the many examples accompanying the presentation of the different methods cover various areas of empirical research. … It concludes with an appendix where we find all data sets used for the various real data examples. Each section provides a sample of exercises. … particular feature of this book is that it belongs to the Springer e-books series." (Stefan Sperlich, Statistical Software Newsletter, 2004)

Authors and Affiliations

  • CASE — Center for Applied Statistics and Economics, Institut für Statistik und Ökonometrie, Humboldt-Universität zu Berlin, Berlin, Germany

    Wolfgang Härdle

  • Inst. Statistique, Université Catholique Louvain, Louvain-la-Neuve, Belgium

    Léopold Simar

Bibliographic Information

Buy it now

Buying options

eBook USD 74.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Other ways to access