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Multivariate Statistics

Uwe Jensen

Abstract

Abstract After a summary of the most essential fundamentals on multivariate random variables and their distributions as well as estimation and testing in multivariate statistics, five important multivariate techniques are introduced: principal components analysis (PCA), factor analysis, multivariate analysis of variance (MANOVA), discriminant analysis and cluster analysis.

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Key concepts: Multivariate analysis of variance, Multivariate statistics, Multivariate analysis, Statistics, Principal component analysis, Linear discriminant analysis, Mathematics