Abstract
The preceeding chapter showed that by using the two first moments of a multivariate distribution (the mean and the covariance matrix), a lot of information on the relationship between the variables can be made available. Only basic statistical theory was used to derive tests of independence or of linear relationships. In this chapter we give an introduction to the basic probability tools useful in statistical multivariate analysis.
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© 2003 Springer-Verlag Berlin Heidelberg
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Härdle, W., Simar, L. (2003). Multivariate Distributions. In: Applied Multivariate Statistical Analysis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-05802-2_4
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DOI: https://doi.org/10.1007/978-3-662-05802-2_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-03079-9
Online ISBN: 978-3-662-05802-2
eBook Packages: Springer Book Archive