Applied Multivariate Statistical Analysis

  • Wolfgang Härdle
  • Léopold Simar

Table of contents

  1. Front Matter
    Pages i-xii
  2. Descriptive Techniques

    1. Front Matter
      Pages 1-1
  3. Multivariate Random Variables

    1. Front Matter
      Pages 39-39
    2. Pages 161-169
    3. Pages 171-199
  4. Multivariate Techniques

    1. Front Matter
      Pages 201-201
    2. Pages 251-270
    3. Pages 271-288
    4. Pages 289-303
    5. Pages 305-319
    6. Pages 331-346

About this book

Introduction

Most of the observable phenomena in the empirical sciences are of a multivariate nature.In financial studies, assets in stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying theoretical structure of these and many other quantitative studies of applied sciences is multivariate. Focussing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who face statistical data analysis.

In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.

Keywords

Analysis Cluster analysis Factor analysis MATLAB Measure Observable Random variable Statistical Analysis data analysis multidimensional scaling

Authors and affiliations

  • Wolfgang Härdle
    • 1
  • Léopold Simar
    • 2
  1. 1.CASE - Center for Applied Statistics and Economics, Institut für Statistik und ÖkonometrieHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Inst. StatistiqueUniversité Catholique LouvainLouvain-la-NeuveBelgium

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-72244-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2007
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-72243-4
  • Online ISBN 978-3-540-72244-1
  • About this book