#17 Theory of multivariate statistics

#17 Theory of multivariate statistics

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時(shí)間:2019-08-16

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1、Alam′emoiredemonp`ere,Arthur,`amam`ere,Annette,et`aKahina.M.BilodeauToRebeccaandDeena.D.BrennerPrefaceOurobjectinwritingthisbookistopresentthemainresultsofthemod-erntheoryofmultivariatestatisticstoanaudienceofadvancedstudentswhowouldappreciateaconciseandmathematicallyrig

2、oroustreatmentofthatmaterial.Itisintendedforuseasatextbookbystudentstakinga?rstgraduatecourseinthesubject,aswellasforthegeneralreferenceofinterestedresearchworkerswhowill?nd,inareadableform,developmentsfromrecentlypublishedworkoncertainbroadtopicsnototherwiseeasilyaccess

3、ible,as,forinstance,robustinference(usingadjustedlikelihoodratiotests)andtheuseofthebootstrapinamultivariatesetting.Thereferencescontainsover150entriespost-1982.Themaindevelopmentofthetextissupplementedbyover135problems,mostofwhichareoriginalwiththeauthors.Aminimumbackgr

4、oundexpectedofthereaderwouldincludeatleasttwocoursesinmathematicalstatistics,andcertainlysomeexposuretothecalculusofseveralvariablestogetherwiththedescriptivegeometryoflinearalgebra.Ourbookis,nevertheless,inmostrespectsentirelyself-contained,althoughade?niteneedforgenuin

5、e?uencyingeneralmathematicsshouldnotbeunderestimated.Thepaceisbriskanddemanding,requiringanin-tenselevelofactiveparticipationineverydiscussion.Theemphasisisonrigorousproofandderivation.Theinterestedreaderwouldpro?tgreatly,ofcourse,frompreviousexposuretoawidevarietyofstat

6、isticallymotivatingmaterialaswell,andasolidbackgroundinstatisticsattheundergraduatelevelwouldobviouslycontributeenormouslytoageneralsenseoffamil-iarityandprovidesomeextradegreeofcomfortindealingwiththekindsofchallengesanddi?cultiestobefacedintherelativelyadvancedworkviii

7、Prefaceofthesortwithwhichourbookdeals.Inthisconnection,aspeci?cintro-ductiono?eringcomprehensiveoverviewsofthefundamentalmultivariatestructuresandtechniqueswouldbewelladvised.ThetextbookAFirstCourseinMultivariateStatisticsbyFlury(1997),publishedbySpringer-Verlag,provides

8、suchbackgroundinsightandgeneraldescriptionwithoutgettingmuchinvolvedinthe“nasty”detailsofanalysisandcon

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