Applied Multivariate Statistical Analysis

Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises. Front Matter....Pages i-9 Front Matter....Pages 11-11 Comparison of Batches....Pages 13-54 Front Matter....Pages 55-55 A Short Excursion into Matrix Algebra....Pages 57-80 Moving to Higher Dimensions....Pages 81-118 Multivariate Distributions....Pages 119-154 Theory of the Multinormal....Pages 155-171 Theory of Estimation....Pages 173-182 Hypothesis Testing....Pages 183-216 Front Matter....Pages 217-217 Decomposition of Data Matrices by Factors....Pages 219-232 Principal Components Analysis....Pages 233-273 Factor Analysis....Pages 275-299 Cluster Analysis....Pages 301-321 Discriminant Analysis....Pages 323-340 Correspondence Analysis....Pages 341-359 Canonical Correlation Analysis....Pages 361-372 Multidimensional Scaling....Pages 373-392 Conjoint Measurement Analysis....Pages 393-406 Applications in Finance....Pages 407-419 Highly Interactive, Computationally Intensive Techniques....Pages 421-441 Back Matter....Pages 443-487 Multivariate statistical analysis is concerned with analyzing and understanding data in high dimensions.