An introduction to multivariate statistical analysis
T. W. Anderson.
2nd ed.
New York : Wiley, ©1984.
xvii, 675 págs. ; 25 cm.
Serie: Wiley series in probability and mathematical statistics
ISBN: 0471889873
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.
