Aspects of multivariate statistical theory
Robb J. Muirhead.
New York : Wiley, ©1982.
xix, 673 págs. ; 23 cm.
Serie: Wiley series in probability and mathematical statistics. Probability and mathematical statistics, ISSN 0271-6232
ISBN: 0471094420
Bibliografía: p. 650-661.
Reseña: MathSciNet, 84c:62073
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.