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:
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通讯作者:
R. Muirhead
R. Muirhead
中科院分区:
其他
文献类型:
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作者:
R. Muirhead

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Tables.常用符号。1.多元正态分布及相关分布2. Jacobians,External Products,Kronecker Products,and Related Topics. 3.来自多元正态分布、Wishart分布和多元Beta分布的样本。4.关于多元正态分布参数的决策论估计的若干结果。5.相关系数6.不变量检验及其应用7.带状多项式与矩阵辐角的一些函数。8.协方差矩阵和均值向量的一些标准检验。9.主要成分和相关主题。10.多元线性模型。11.检验k组变量之间的独立性和典型相关分析。附录:一些矩阵理论。参考书目。指数.
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.