An introduction to multivariate statistical analysis / T. W. Anderson.
Series Wiley series in probability and mathematical statisticsEditor: New York : Wiley, c1958Descripción: xii, 374 p. : il. ; 24 cmOtra clasificación: 62-01 (62Hxx)The multivariate normal distributionEstimation of the mean vector and the covariance matrixThe distributions and uses of sample correlation coefficientsThe generalized T2-statisticClassification of observationsThe distribution of the sample covariance matrix and the sample generalized varianceTesting the general linear hypothesis : multivariate analysis of varianceTesting independence of sets of variatesTesting hypotheses of equality of covariance matrices and equality of mean vectors and covariance matricesPrincipal componentsCanonical correlations and canonical variablesThe distributions of characteristic roots and vectorsFactor analysis.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 62 An545 (Browse shelf) | Available | A-3954 |
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The multivariate normal distribution -- Estimation of the mean vector and the covariance matrix -- The distributions and uses of sample correlation coefficients -- The generalized T2-statistic -- Classification of observations -- The distribution of the sample covariance matrix and the sample generalized variance -- Testing the general linear hypothesis : multivariate analysis of variance -- Testing independence of sets of variates -- Testing hypotheses of equality of covariance matrices and equality of mean vectors and covariance matrices -- Principal components -- Canonical correlations and canonical variables -- The distributions of characteristic roots and vectors -- Factor analysis.
Bibliografía: p. 352-368.
MR, 19,992a
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