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" Applied multivariate statistical analysis / "
Wolfgang Karl Härdle, Léopold Simar.
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BL
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| Record Number
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810247
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GBB8K0034b624263
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| Main Entry
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Härdle, Wolfgang
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| Title & Author
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Applied multivariate statistical analysis /\ Wolfgang Karl Härdle, Léopold Simar.
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| Edition Statement
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Fourth edition.
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| Page. NO
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1 online resource (xiii, 580 pages) :: illustrations (some color)
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| ISBN
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9783662451717
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: 3662451719
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: 3662451700
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: 9783662451700
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9783662451700
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III Multivariate Techniques: Regression Models -- Variable Selection -- Decomposition of Data Matrices by Factors -- Principal Components Analysis -- Factor Analysis -- Cluster Analysis -- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV Appendix: Symbols and Notations -- Data.
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| Abstract
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Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.℗ℓ It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.℗ℓ All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumersℓ́ℓ preferences are collected in order to construct models of consumer behavior.℗ℓ All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in H©Þrdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
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| Subject
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Multivariate analysis.
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Multivariate analysis.
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Mathematics-- Applied.
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Business Economics-- Economics-- Theory.
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Mathematics-- Probability Statistics-- General.
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Finance accounting.
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Economic theory philosophy.
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Probability statistics.
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Business Economics-- Statistics.
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Data Interpretation, Statistical.
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Mathematics.
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Multivariate Analysis.
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| Dewey Classification
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519.5/35
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| LC Classification
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QA278
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| Added Entry
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Simar, Léopold
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