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Applied Multivariate Statistical Analysis

  • Wolfgang Härdle
  • Léopold Simar

Table of contents

  1. Front Matter
    Pages i-9
  2. Descriptive Techniques

    1. Front Matter
      Pages 11-11
    2. Wolfgang Härdle, Léopold Simar
      Pages 13-54
  3. Multivariate Random Variables

    1. Front Matter
      Pages 55-55
    2. Wolfgang Härdle, Léopold Simar
      Pages 57-80
    3. Wolfgang Härdle, Léopold Simar
      Pages 81-118
    4. Wolfgang Härdle, Léopold Simar
      Pages 119-154
    5. Wolfgang Härdle, Léopold Simar
      Pages 155-171
    6. Wolfgang Härdle, Léopold Simar
      Pages 173-182
    7. Wolfgang Härdle, Léopold Simar
      Pages 183-216
  4. Multivariate Techniques

    1. Front Matter
      Pages 217-217
    2. Wolfgang Härdle, Léopold Simar
      Pages 219-232
    3. Wolfgang Härdle, Léopold Simar
      Pages 233-273
    4. Wolfgang Härdle, Léopold Simar
      Pages 275-299
    5. Wolfgang Härdle, Léopold Simar
      Pages 301-321
    6. Wolfgang Härdle, Léopold Simar
      Pages 323-340
    7. Wolfgang Härdle, Léopold Simar
      Pages 341-359
    8. Wolfgang Härdle, Léopold Simar
      Pages 361-372
    9. Wolfgang Härdle, Léopold Simar
      Pages 373-392
    10. Wolfgang Härdle, Léopold Simar
      Pages 393-406
    11. Wolfgang Härdle, Léopold Simar
      Pages 407-419
    12. Wolfgang Härdle, Léopold Simar
      Pages 421-441
  5. Back Matter
    Pages 443-487

About this book

Introduction

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.

Keywords

ANOVA CAPM Cluster Analysis Conjoint Measurement Analysis Estimator Factor analysis Hypothesis Testing Multivariate Analysis Observable Projection Pursuit Random variable Sliced Inverse Regression correlation 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/10.1007/978-3-662-05802-2
  • Copyright Information Springer-Verlag Berlin Heidelberg 2003
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-03079-9
  • Online ISBN 978-3-662-05802-2
  • Buy this book on publisher's site