A First Course in Multivariate Statistics

Download or read book A First Course in Multivariate Statistics written by Bernard Flury and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 723 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained introduction to the field, carefully balancing mathematical theory and practical applications. It starts at an elementary level, developing concepts of multivariate distributions from first principles. After a chapter on the multivariate normal distribution reviewing the classical parametric theory, methods of estimation are explored using the plug-in principles as well as maximum likelihood. Two chapters on discrimination and classification, including logistic regression, form the core of the book, followed by methods of testing hypotheses developed from heuristic principles, likelihood ratio tests and permutation tests. Finally, the powerful self-consistency principle is used to introduce principal components as a method of approximation, rounded off by a chapter on finite mixture analysis.