# Multivariate Statistics

## Exercises and Solutions

• Wolfgang H&#x00E4;rdle
• Zden&#x011B;k Hl&#x00E1;vka
Textbook

1. Front Matter
Pages i-xxv
2. ### Descriptive Techniques

1. Front Matter
Pages 14-14
2. Pages 15-30
3. ### Multivariate Random Variables

1. Front Matter
Pages 32-32
2. Pages 33-37
3. Pages 39-54
4. Pages 55-80
5. Pages 81-97
6. Pages 99-110
7. Pages 111-144
4. ### Multivariate Techniques

1. Front Matter
Pages 146-146
2. Pages 147-162
3. Pages 163-183
4. Pages 185-204
5. Pages 205-225
6. Pages 227-240
7. Pages 241-262
8. Pages 263-269
9. Pages 271-281
10. Pages 283-290
11. Pages 291-299
5. Back Matter
Pages 325-368

### Introduction

The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether 234 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R or XploRe languages. The corresponding libraries are downloadable from the Springer link web pages and from the author’s home pages.

Wolfgang Härdle is Professor of Statistics at Humboldt-Universität zu Berlin. He studied mathematics, computer science and physics at the University of Karlsruhe and received his Dr.rer.nat. at the University of Heidelberg. Later he had positions at Frankfurt and Bonn before he became professeur ordinaire at Université Catholique de Louvain. His current research topic is modelling of implied volatilities and the quantitative analysis of financial markets.

Zdenek Hlávka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universität zu Berlin before he became a member of the Department of Probability and Mathematical Statistics at Charles University in Prague.

### Keywords

Analysis Cluster analysis DOM Estimator Factor analysis Measure Multivariate statistics Random variable data analysis multidimensional scaling principal component analysis statistics

#### Authors and affiliations

• Wolfgang H&#x00E4;rdle
• 1
• Zden&#x011B;k Hl&#x00E1;vka
• 2
1. 1.Humboldt-Universitat zu BerlinBerlinGermanny
2. 2.Charles University in PraguePragueCzech Republic