Détails bibliographiques
| Auteurs principaux : |
Fujikoshi Yasunori
(Auteur),
Ulyanov Vladimir
(Auteur),
Shimizu Ryoichi
(Auteur) |
| Format : |
Livre |
| Langue : |
anglais |
| Titre complet : |
Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi,... Vladimir V. Ulyanov,... Ryoichi Shimizu,... |
| Publié : |
Hoboken (N.J.) :
Wiley
, C 2010
|
| Description matérielle : |
1 vol. (XVIII-533 p.) |
| Collection : |
Wiley series in probability and statistics
|
| Contenu : |
Multivariate normal and related distributions. Wishart distribution. Hotelling's T and lambda statistics. Correlation coefficents. Asymptotic expansions from multivariate basic statistics. MANOVA models. Multivariate regression. Classical and high-dimensional tests for covariance matrices. Discriminant analysis. Principal component analysis. Canonical correlation analysis. Growth curve analysis --Approximation to the scale-mixted distributions. Approximation to some related distributions. Error bounds for approximations of multivariate tests. Error bounds for approximations to some other statistics. Appendix |
| Sujets : |
|
Nantilus
