A classical mathematical treatment of the techniques, distributions, and inferences based on the multivariate normal distribution. Introduces noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the uses of spherical and elliptical distributions in multivariate analysis. Discusses recent advances in multivariate analysis, including decision theory and robustness. Also includes tables of percentage points of many of the standard likelihood statistics used in multivariate statistical procedures.
ROBB J. MUIRHEAD, PhD, is Professor in the Department of Statistics at the University of Michigan. He received his PhD in 1970 from the University of Adelaide in Australia.
The Multivariate Normal and Related Distributions.
Jacobians, Exterior Products, Kronecker Products, and Related Topics.
Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate Beta Distributions.
Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution.
Correlation Coefficients.
Invariant Tests and Some Applications.
Zonal Polynomials and Some Functions of Matrix Argument.
Some Standard Tests on Covariance Matrices and Mean Vectors.
Principal Components and Related Topics.
The Multivariate Linear Model.
Testing Independence Between Sets of Variables and Canonical Correlation Analysis.
Appendix.
Tables.
Bibliography.
Index
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More About This Textbook
Overview
Product Details
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Meet the Author
ROBB J. MUIRHEAD, PhD, is Professor in the Department of Statistics at the University of Michigan. He received his PhD in 1970 from the University of Adelaide in Australia.
Table of Contents
Jacobians, Exterior Products, Kronecker Products, and Related Topics.
Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate Beta Distributions.
Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution.
Correlation Coefficients.
Invariant Tests and Some Applications.
Zonal Polynomials and Some Functions of Matrix Argument.
Some Standard Tests on Covariance Matrices and Mean Vectors.
Principal Components and Related Topics.
The Multivariate Linear Model.
Testing Independence Between Sets of Variables and Canonical Correlation Analysis.
Appendix.
Tables.
Bibliography.
Index