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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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810249
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b624265
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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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4. ed.
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| Publication Statement
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Heidelberg :: Springer,, cop. 2015
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| Page. NO
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XIII, 580 s. :: ill. ;; 24 cm
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| ISBN
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9783662451700 (pbk.)
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: 3662451700 (pbk.)
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: 9783662451717 ((ebook))
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: 3662451719 ((ebook))
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Includes index and bibliographical references
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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. 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. 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 consumers' preferences are collected in order to construct models of consumer behavior. 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 Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg
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Härdle, Wolfgang Karl
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Simar, Léopold
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