Theory of multivariate statistics 论文
2000Choice Reviews Online引用 310
Advanced Statistical Methods and ModelsDiverse Scientific and Engineering ResearchBayesian Methods and Mixture Models
摘要
Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- Multivariate sampling.- Wishart distributions.- Tests on mean and variance.- Multivariate regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions and tests.
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