An Introduction to Multivariate Statistical Analysis
An Introduction to Multivariate Statistical Analysis
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DOI：
10.1080/00401706.1986.10488123
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发表时间：
1986-05
期刊：
影响因子：
2.5
通讯作者：
J. Schmee
中科院分区：
文献类型：
--
作者：
J. Schmee
多元正态分布均值向量和协方差矩阵的估计。样本相关系数的分布和使用。广义T2统计量观察的分类。样本协方差矩阵和样本广义方差的分布。检验一般线性假设：多变量方差分析。检验变量集的独立性。协方差矩阵相等和均值向量与协方差矩阵相等假设的检验。主要成分。典型相关性和典型变量。特征根与特征向量的分布。因子分析我的天啊参考资料。指数.
The Multivariate Normal Distribution. Estimation of the Mean Vector and the Covariance Matrix. The Distributions and Uses of Sample Correlation Coefficients. The Generalized T2-Statistic. Classification of Observations. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance. Testing the General Linear Hypothesis: Multivariate Analysis of Variance. Testing Independence of Sets of Variates. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices. Principal Components. Canonical Correlations and Canonical Variables. The Distributions of Characteristic Roots and Vectors. Factor Analysis. Appendixes. References. Index.