Introduction to multivariate statistical analysis / T.W. Anderson.
By: Anderson, T. W [author].
Material type: TextSeries: Wiley series in probability and statistics.Publisher: New Jersey : WileyInterscience, ©2003Edition: 3rd ed.Description: xx, 721 p. : ill. ; 25 cm.ISBN: 9812530967.Subject(s): Multivariate analysisDDC classification: 000SA.07Item type  Current location  Call number  Status  Notes  Date due  Barcode  Item holds  

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ISI Library, Kolkata

000SA.07 An551 (Browse shelf)  Available  Replacement of 110946  137009  
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000SA.07 An551 (Browse shelf)  Checked out  17/11/2019  124533 
Includes bibliographical references and index.
1. Introduction 
2. The multivariate normal distribution 
3. Estimation of the mean vector and the covariance matrix 
4. The distributions and uses of sample correction coefficients 
5. The generalized T2 statistics 
6. Classification of observations 
7. The distribution of the sample covariance matrix and the sample generalized variance 
8. Testing the general linear hypothesis; multivariate analysis of variance 
9. Testing independence of sets of variates 
10. Testing hypotheses of equality of covariance matrices and equality of mean vectors and covariance matrices 
11. Principal components 
12. Canonical correlations and canonical variables 
13. The distributions of characteristic roots and vectors 
14. Factor analysis 
15. Patterns of dependence; graphical models 
Appendices 
References 
Index.
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 limitedinformation maximumlikelihood 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 classroomtested 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.
Other editions of this work
Introduction to multivariate statistical analysis by Anderson T W 
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