Härdle W.K., Simar L. Applied Multivariate Statistical Analysis

5 th Edition. — Springer, 2019. — 558 p. – ISBN: 978-3-030-26005-7.This textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields, and all the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.
For this new edition, the book has been updated and extensively revised and now includes an extended chapter on cluster analysis. All solutions to the exercises are supplemented by R and MatLAB or SAS computer code and can be downloaded from the Quantlet platform. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions.
The Quantlet platform, quantlet.de, quantlet.com, quantlet.org, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding data-driven document-based visualization allow readers to reproduce the tables, pictures and calculations presented in this Springer book.Comparison of Batches
A Short Excursion into Matrix Algebra
Moving to Higher Dimensions
Multivariate Distributions
Theory of the Multinormal
Theory of Estimation
Hypothesis Testing
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 TechniquesData