Anderson, T. W. (Theodore Wilbur), 1918-
An introduction to multivariate statistical analysis / T. W. Anderson.
— 2nd ed. — New York : Wiley, c1984. xvii, 675 p. ; 25 cm. — (Wiley series in probability and mathematical statistics)
Bibliografía: p. 643-665.
Contenido: 1. Introduction — 2. The multivariate normal distribution — 3. Estimation of the mean vector and the covariance matrix — 4. The distributions and uses of sample correlation coefficients — 5. The generalized T2-statistic — 6. Classification of observations — 7. The distribution of the sample covariance matrix and the sample generalized variance — 8. Testing the general linear hypothesis; multivariate analysis of variance — 9. Testing independence of sets of variates — 10. Testing hypotheses of equality of covariance matrices and equality of mean vectors and covariance matrices — 11. Principal components — 12. Canonical correlations and canonical variables — 13. The distributions of characteristic roots and vectors — 14. Factor analysis.
ISBN 0471889873
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