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Muirhead, Robb J. (Robb John), 1946-
Aspects of multivariate statistical theory / Robb J. Muirhead.
— New York : Wiley, c1982. xix, 673 p. ; 23 cm. — (Wiley series in probability and mathematical statistics. Probability and mathematical statistics, ISSN 0271-6232)
Bibliografía: p. 650-661.
Contenido: 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.
ISBN 0471094420
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