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cover of the book Theory of multivariate statistics

Ebook: Theory of multivariate statistics

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27.01.2024
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1. Linear algebra --

2. Random vectors --

3. Gamma, Dirichlet, and F distributions --

4. Invariance --

5. Multivariate normal --

6. Multivariate sampling --

7. Wishart distributions --

8. Tests on mean and variance --

9. Multivariate regression --

10. Principal components --

11. Canonical correlations --

12. Asymptotic expansions --

13. Robustness --

14. Bootstrap confidence regions and tests --

A. Inversion formulas --

B. Multivariate cumulants --

C. S-plus functions
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