Multivariate statistics : high-dimensional and large-sample approximations

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Auteurs principaux : Fujikoshi Yasunori (Auteur), Ulyanov Vladimir (Auteur), Shimizu Ryoichi (Auteur)
Format : Livre
Langue : anglais
Titre complet : Multivariate statistics : high-dimensional and large-sample approximations / Yasunori Fujikoshi,... Vladimir V. Ulyanov,... Ryoichi Shimizu,...
Publié : Hoboken (N.J.) : Wiley , C 2010
Description matérielle : 1 vol. (XVIII-533 p.)
Collection : Wiley series in probability and statistics
Contenu : Multivariate normal and related distributions. Wishart distribution. Hotelling's T and lambda statistics. Correlation coefficents. Asymptotic expansions from multivariate basic statistics. MANOVA models. Multivariate regression. Classical and high-dimensional tests for covariance matrices. Discriminant analysis. Principal component analysis. Canonical correlation analysis. Growth curve analysis --Approximation to the scale-mixted distributions. Approximation to some related distributions. Error bounds for approximations of multivariate tests. Error bounds for approximations to some other statistics. Appendix
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Bib. CRDM (Mathématiques)

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