Author	Hรคrdle, Wolfgang. author
Title	Applied Multivariate Statistical Analysis [electronic resource] / by Wolfgang Hรคrdle, Lรฉopold Simar
Imprint	Berlin, Heidelberg : Springer Berlin Heidelberg, 2007
Edition	Second Edition
Connect to	http://dx.doi.org/10.1007/978-3-540-72244-1
Descript	XII, 458 p. online resource

Most of the observable phenomena in the empirical sciences are of a multivariate nature.In financial studies, assets in stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying theoretical structure of these and many other quantitative studies of applied sciences is multivariate. Focussing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who face statistical data analysis. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online

Descriptive Techniques -- Comparison of Batches -- Multivariate Random Variables -- A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- Multivariate Techniques -- 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

1. Statistics
2. Finance
3. Mathematical statistics
4. Economics -- Statistics
5. Economics
6. Statistics
7. Statistical Theory and Methods
8. Economic Theory
9. Quantitative Finance
10. Statistics for Business/Economics/Mathematical Finance/Insurance