Applied Multivariate Statistical Analysis
Springer Berlin (Verlag)
978-3-662-45170-0 (ISBN)
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The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:
A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de.
The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
Wolfgang Karl Härdle is a Professor of Statistics at the Humboldt-Universität zu Berlin and the Director of CASE the Centre for Applied Statistics and Economics. He teaches quantitative finance and semi-parametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI and an advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix Algebra.- Moving to Higher Dimensions.- Multivariate Distributions.- Theory of the Multinormal.- Theory of Estimation.- Hypothesis Testing.- III Multivariate Techniques: Regression Models.- Variable Selection.- Decomposition of Data Matrices by Factors.- Principal Components Analysis.- Factor Analysis.- Cluster Analysis.- Discriminant Analysis.- Correspondence Analysis.- Canonical Correlation Analysis.- Multidimensional Scaling.- Conjoint Measurement Analysis.- Applications in Finance.- Computationally Intensive Techniques.- IV Appendix: Symbols and Notations.- Data.
Erscheint lt. Verlag | 5.3.2015 |
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Zusatzinfo | XIII, 580 p. 221 illus., 83 illus. in color. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 905 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management | |
Wirtschaft ► Volkswirtschaftslehre | |
Schlagworte | cluster analysis • Conjoint Measurement Analysis • discriminant analysis • Elastic Net • hypothesis testing • Lasso • Multivariate Analyse • multivariate analysis • Projection Persuit • Sliced Inverse Regression |
ISBN-10 | 3-662-45170-0 / 3662451700 |
ISBN-13 | 978-3-662-45170-0 / 9783662451700 |
Zustand | Neuware |
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