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1984•TechnometricsRequires access

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead

Open publisher page 3,378 citations

Abstract

Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate BETA Distributions. 4. Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution. 5. Correlation Coefficients. 6. Invariant Tests and Some Applications. 7. Zonal Polynomials and Some Functions of Matrix Argument. 8. Some Standard Tests on Covariance Matrices and Mean Vectors. 9. Principal Components and Related Topics. 10. The Multivariate Linear Model. 11. Testing Independence Between k Sets of Variables and Canonical Correlation Analysis. Appendix: Some Matrix Theory. Bibliography. Index.

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Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate BETA Distributions. 4. Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution. 5. Correlation Coefficients. 6. Invariant Tests and Some Applications. 7. Zonal Polynomials and Some Functions of Matrix Argument. 8. Some Standard Tests on Covariance Matrices and Mean Vectors. 9. Principal Components and Related Topics. 10. The Multivariate Linear Model. 11. Testing Independence Between k Sets of Variables and Canonical Correlation Analysis. Appendix: Some Matrix Theory. Bibliography. Index.

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Available abstract

Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate BETA Distributions. 4. Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution. 5. Correlation Coefficients. 6. Invariant Tests and Some Applications. 7. Zonal Polynomials and Some Functions of Matrix Argument. 8. Some Standard Tests on Covariance Matrices and Mean Vectors. 9. Principal Components and Related Topics. 10. The Multivariate Linear Model. 11. Testing Independence Between k Sets of Variables and Canonical Correlation Analysis. Appendix: Some Matrix Theory. Bibliography. Index.

Key concepts: Wishart distribution, Mathematics, Multivariate statistics, Inverse-Wishart distribution, Matrix t-distribution, Matrix normal distribution, Multivariate normal distribution, Normal-Wishart distribution

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