An Introduction to Multivariate Statistical Analysis: 355 (Wiley Series in Probability and Statistics) - Tapa dura

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THEODORE W. ANDERSON, Professor Emeritus of Statistics and Economics at Stanford University, earned his PhD in mathematics at Princeton University. He is the author of The Statistical Analysis of Time Series, published by Wiley, as well as The New Statistical Analysis of Data and A Bibliography of Multivariate Statistical Analysis. Anderson is a member of the National Academy of Sciences and a Fellow of the Institute of Mathematical Statistics, the American Statistical Association, the Econometric Society, and the American Academy of Arts and Sciences.

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A classic comprehensive sourcebook, now fully updated

For more than four decades An Introduction to Multivariate Statistical Analysis has been an invaluable text for students and a resource for professionals wishing to acquire a basic knowledge of multivariate statistical analysis. Since the previous edition, the field has grown significantly. This updated and improved Third Edition familiarizes readers with these new advances, elucidating several aspects that are particularly relevant to methodology and comprehension.

The Third Edition features new or more extensive coverage of:

• Patterns of Dependence and Graphical Models?a new chapter
• Measures of correlation and tests of independence
• Reduced rank regression, including the limited-information maximum-likelihood estimator of an equation in a simultaneous equations model
• Elliptically contoured distributions

Incorporation of the advice and comments of the readers of the first two editions as well as extensively classroom-tested techniques and calculations makes An Introduction to Multivariate Statistical Analysis, Third Edition, more valuable than ever for both professional statisticians and students of multivariate statistics.