Aspects of Multivariate Statistical Theory
Aspects of Multivariate Statistical Theory
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DOI:
10.1002/9780470316559
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发表时间:
1982
期刊:
影响因子:
--
通讯作者:
R. Muirhead
中科院分区:
文献类型:
--
作者:
R. Muirhead
Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate BETA Distributions. 4. Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution. 5. Correlation Coefficients. 6. Invariant Tests and Some Applications. 7. Zonal Polynomials and Some Functions of Matrix Argument. 8. Some Standard Tests on Covariance Matrices and Mean Vectors. 9. Principal Components and Related Topics. 10. The Multivariate Linear Model. 11. Testing Independence Between k Sets of Variables and Canonical Correlation Analysis. Appendix: Some Matrix Theory. Bibliography. Index.