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Àâòîðèçàöèÿ |
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Ïîèñê ïî óêàçàòåëÿì |
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Rencher A.C., Barnett V., Bradley R.A. (Ed) — Multivariate Statistical Inference and Applications |
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Ïðåäìåòíûé óêàçàòåëü |
-tests 60—120
-tests and discriminant function 74 92 109
-tests and F-distribution 67
-tests and multivariate quality control 114—115
-tests and quality control 114—115
-tests for elliptically contoured distributions 112—113
-tests on a sub vector 108—112
-tests on a sub vector, covariates 110
-tests, additional information, test for 108—112
-tests, approximate tests, nonparametric tests 113
-tests, approximate tests, when , 99—104
-tests, Behrens — Fisher problem 99—104
-tests, Behrens — Fisher problem, multivariate 100—104
-tests, Behrens — Fisher problem, univariate 99—100
-tests, degrees of freedom 65
-tests, effect of each variable 67—70 87—91
-tests, formal definition of 66
-tests, likelihood ratio test 71—72 91—92
-tests, matched pairs 97—99
-tests, one mean vector, known 60—61
-tests, one mean vector, unknown 65—74
-tests, paired observation test 97—99
-tests, power 104—108
-tests, power, tables 106 423—426
-tests, properties of 70 91
-tests, robust versions of -ests 114
-tests, robustness of -tests to nonnormality 96—97
-tests, robustness of -tests to unequal covariance matrices 96
-tests, selection of variables 111
-tests, stepdown test 110—111
-tests, table of critical values 419—420
-tests, transformation to F 67
-tests, two mean vectors, 85—92
-tests, two mean vectors, 100—104
-tests, union-intersection test 72—74 92
Additional information, test on see “Tests of hypotheses on
Analysis of covariance 110 178—194
Analysis of covariance, multivariate 187—194
Analysis of covariance, multivariate and canonical correlations 190
Analysis of covariance, multivariate, one-way model 187
Analysis of covariance, multivariate, two-way model 188
Analysis of covariance, univariate 178—187
Analysis of covariance, univariate, assumptions 178—179
Analysis of covariance, univariate, one-way model 179—183
Analysis of covariance, univariate, two-way model 183—186 191
Analysis of covariance, univariate, unbalanced model 186—187
Analysis of variance, multivariate see “Multivariate analysis of variance”
Analysis of variance, univariate (ANOVA), contrasts 142—145
Analysis of variance, univariate (ANOVA), contrasts, Bonferroni procedure 144
Analysis of variance, univariate (ANOVA), contrasts, orthogonal 144
Analysis of variance, univariate (ANOVA), contrasts, Scheffe procedure 144—145
Analysis of variance, univariate (ANOVA), unbalanced data 152—155 160—168
Analysis of variance, univariate (ANOVA), unbalanced data, cell means model 152 160—161
Analysis of variance, univariate (ANOVA), unbalanced data, contrasts 153—155 163—165
Analysis of variance, univariate (ANOVA), unbalanced data, one-way model 153—155
Analysis of variance, univariate (ANOVA), unbalanced data, two-way model 160—168
Analysis of variance, univariate (ANOVA), unbalanced data, two-way model, constrained model 165—168
anova see “Analysis of variance univariate”
Apparent error rate see “Error rate(s)”
Apple data 197
Association, measures of 289
Beetle data 118
Behrens — Fisher problem 99—104
Behrens — Fisher problem, multivariate 100—104
Behrens — Fisher problem, univariate 99—100
Biochemical data, full 199
Biochemical data, partial 192
Bonferroni critical values 78 144
Bonferroni critical values, table 421—422
Calcium data 69
Canonical correlation(s) 190 312—336
Canonical correlation(s) and discriminant analysis 312
Canonical correlation(s) and eigenvalues 314—316 323
Canonical correlation(s) and MANOVA 312 333
Canonical correlation(s) and measures of association 289
Canonical correlation(s) and multiple correlation 314 319
Canonical correlation(s), canonical variates see “Canonical variates”
Canonical correlation(s), definition of 313
Canonical correlation(s), influence 333
Canonical correlation(s), properties of 317—320
Canonical correlation(s), redundancy analysis 331—333
Canonical correlation(s), redundancy analysis, robust estimators 333
Canonical correlation(s), singular value decomposition 315—316
Canonical correlation(s), tests of significance 320—326
Canonical correlation(s), tests of significance and test of overall regression 321 323
Canonical correlation(s), tests of significance, Lawley — Hotelling test 323
Canonical correlation(s), tests of significance, likelihood ratio test (Wilks’ A) 321—323
Canonical correlation(s), tests of significance, Pillai’s test 323
Canonical correlation(s), tests of significance, Roy’s test 323
Canonical correlation(s), tests of significance, subset of canonical correlations 324—326
Canonical correlation(s), tests of significance, test of independence 320—321
Canonical correlation(s), tests of significance, union-intersection test (Roy’s) 324
Canonical correlation(s), validation 326—327
Canonical correlation(s), validation, cross validation 326—327
Canonical correlation(s), validation, jackknife 327
Canonical variates 313 317—320 326—333
Canonical variates and eigenvectors 313—320 327
Canonical variates, canonical ridge weights 327
Canonical variates, common canonical variates 333
Canonical variates, definition of 313
Canonical variates, influence 333
Canonical variates, interpretation 328—331
Canonical variates, interpretation, correlations (structure coefficients) 329—331
Canonical variates, interpretation, rotation 328
Canonical variates, interpretation, standardized coefficients 328
Canonical variates, nonlinear canonical variates 333
Canonical variates, properties of 320
Canonical variates, redundancy analysis 331—333
Canonical variates, robust estimators 333
Canonical variates, scaling 317
Canonical variates, standardized coefficients 319
categorical data 255 262 266 306—307
Centering matrix 9—10
Central Limit Theorem (Multivariate) 53
Characteristic roots see “Eigenvalues”
Chi-square distribution 48—49 53—54 60
Cholesky decomposition 42 408
Classification analysis (allocation) 230—265
Classification analysis (allocation) and discriminant analysis 201
Classification analysis (allocation) for categorical data 262
Classification analysis (allocation), assigning a sampling unit to a group 230
Classification analysis (allocation), assumptions 234
Classification analysis (allocation), assumptions, robustness to departures from 234
Classification analysis (allocation), correct classification rates 240
Classification analysis (allocation), costs of misclassification 233
Classification analysis (allocation), density estimation 263
Classification analysis (allocation), discriminant functions used in classification 232 239
Classification analysis (allocation), error rates 240—247 (see also “Error rate(s)”)
Classification analysis (allocation), influence of individual observations 262
Classification analysis (allocation), logistic classification 254—259
Classification analysis (allocation), logistic classification for several groups 258
Classification analysis (allocation), logistic classification, comparison with linear classification 256—257
Classification analysis (allocation), logistic classification, quadratic logistic classification 258
Classification analysis (allocation), missing data 262—263
Classification analysis (allocation), nearest neighbor method 263
Classification analysis (allocation), posterior probabilities 234 236—237
Classification analysis (allocation), prior probabilities 230 236 238
Classification analysis (allocation), probit classification 259—261
Classification analysis (allocation), ridge classification 261
Classification analysis (allocation), robust classifications procedures 235
Classification analysis (allocation), several groups 236—239
Classification analysis (allocation), several groups, asymptotic optimality 236
Classification analysis (allocation), several groups, comparison of linear and quadratic rules 238—239
Classification analysis (allocation), several groups, linear classification function 236
Classification analysis (allocation), several groups, maximum likelihood rule 236
Classification analysis (allocation), several groups, optimal classification rule 236
Classification analysis (allocation), several groups, quadratic classification function 237—238
Classification analysis (allocation), several groups, regularized discriminant (classification) analysis 239
Classification analysis (allocation), subset selection 247—251
Classification analysis (allocation), subset selection with unequal covariance matrices 250—251
| Classification analysis (allocation), subset selection, using error rates 249—250
Classification analysis (allocation), subset selection, using stepwise discriminant analysis 247—249
Classification analysis (allocation), subset selection, using stepwise discriminant analysis, bias 251—254
Classification analysis (allocation), two groups 230—235
Classification analysis (allocation), two groups, asymptotic optimality 232
Classification analysis (allocation), two groups, linear classification rule 231—232
Classification analysis (allocation), two groups, maximum likelihood rule 230
Classification analysis (allocation), two groups, optimal classification rule 230
Classification analysis (allocation), two groups, quadratic classification rule 232—233
Coefficient of determination see “”
Communality see “Factor analysis communality”
Condition number 20
Confidence interval(s) 74—79
Confidence interval(s) for linear combination(s) 74 92—94
Confidence interval(s) for regression coefficients 273—274
Confidence interval(s), Bonferroni intervals 77—79 94
Confidence interval(s), simultaneous intervals 75—76 93—95
Confidence region for 74
Confidence region for 93
Constant density ellipsoid 40—41
Contaminated normal 28
Contour Plot 40—42
Contrast matrix 84 163 166 169—170
Contrast(s) 84 95 142—148 150—151 153—160
Contrast(s) with unbalanced data 153—160
Contrast(s), Bonferroni procedure 144
Contrast(s), orthogonal 144 154
Contrast(s), Scheffe procedure 144—145
Contrast(s), simultaneous 150
Correct classification rate 240
Correlation matrix and factor analysis 379—380 383 385—386 389 392
Correlation matrix and principal components 342 344—347 349 351 353—359 364 367—370
Correlation matrix as standardized covariance matrix 1
Correlation matrix of linear combinations of variables 16
Correlation matrix, bias 12
Correlation matrix, population 11—12
Correlation matrix, relationship to covariance matrix 11—12
Correlation matrix, sample 11
Correlation matrix, test comparing two covariance matrices 138—140
Correlation of two linear combinations 15
Correlation of two random variables 6
Correlation, bias 6
Correlation, canonical see “Canonical correlation(s)”
Correspondence analysis 2 373
Covariance matrix (matrices) for one random vector 8—10
Covariance matrix (matrices) for two random vectors, 113
Covariance matrix (matrices), partitioned 12—13
Covariance matrix (matrices), pooled 87
Covariance matrix (matrices), population 10
Covariance matrix (matrices), positive definite 9—10
Covariance matrix (matrices), relationship to correlation matrix 11—12
Covariance matrix (matrices), sample 8—9
Covariance matrix (matrices), sample, distribution of 55
Covariance matrix (matrices), sample, unbiased 11
Covariance matrix (matrices), test for equality of 138—140
Covariance matrix (matrices), test for equality of table of critical values 446—447
Covariance of two linear combinations 15
Covariance of two random variables 5—6
Cross validation 244 326—327
Data matrix (Y) 7
Data, continuous 2
Data, discrete 2
Data, missing 23—27 (see also “Missing data”)
Density estimation 263
Density function 37—39
Determinant 409
Diabetes data 17
Diagonal matrix 11 400
Discriminant analysis (descriptive) 201—229 (see also “Discriminant function(s)”)
Discriminant analysis (descriptive) and canonical correlation 312
Discriminant analysis (descriptive) and classification analysis 201
Discriminant analysis (descriptive) for two-way designs 210
Discriminant analysis (descriptive), assumptions 205—206
Discriminant analysis (descriptive), influence 206
Discriminant analysis (descriptive), ridge discriminant analysis 221—222
Discriminant analysis (descriptive), robust discriminant analysis 223—227
Discriminant analysis (descriptive), several groups 202—206
Discriminant analysis (descriptive), subset selection in higher order designs 218—219
Discriminant analysis (descriptive), subset selection, all possible subsets 218
Discriminant analysis (descriptive), subset selection, bias 219—221
Discriminant analysis (descriptive), subset selection, stepwise discriminant analysis 217—221
Discriminant analysis (descriptive), subset selection, using discriminant functions 217
Discriminant analysis (descriptive), tests of significance 207—210
Discriminant analysis (descriptive), two groups 201—202
Discriminant analysis (predictive) see “Classification analysis”
Discriminant function(s) (descriptive) see also “Discriminant analysis (descriptive)”
Discriminant function(s) (descriptive) for one group 74
Discriminant function(s) (descriptive) for two groups 92 201—202
Discriminant function(s) (descriptive) for two groups, effect of each variable 206—207
Discriminant function(s) (descriptive) for two groups, other estimators when is near singular 221—222
Discriminant function(s) (descriptive) for unbalanced data 157
Discriminant function(s) (descriptive), confidence intervals for 216
Discriminant function(s) (descriptive), interpretation of 210—215
Discriminant function(s) (descriptive), interpretation of correlations (structure coefficients) 211—215
Discriminant function(s) (descriptive), interpretation of partial F-tests 211
Discriminant function(s) (descriptive), interpretation of standardized coefficients 211
Discriminant function(s) (descriptive), invariance of 202
Discriminant function(s) (descriptive), plotting 216
Discriminant function(s) (descriptive), ridge estimator 221—222
Discriminant function(s) (descriptive), robust discriminant functions 223—227
Discriminant function(s) (descriptive), robust discriminant functions, for several groups (MANOVA) 128 151 202—206
Discriminant function(s) (descriptive), robust discriminant functions, other estimators when is near singular 222
Discriminant function(s) (descriptive), robust discriminant functions, properties 203
Discriminant function(s) (descriptive), standardized coefficients 206—207
Dispersion matrix see “Covariance matrix”
Distance between two vectors (Mahalanobis) 22—23
E matrix 122 203
Eigenvalues 411—414
Eigenvalues and canonical correlations 314—316 323
Eigenvalues and discriminant functions 128 203—205 209 212—215 222—226
Eigenvalues and factor analysis 381—383
Eigenvalues and MANOVA 111
Eigenvalues and principal components 338 341
Eigenvectors 411—414
Eigenvectors and discriminant functions 203—204 210 212—213 222—225
Eigenvectors and factor analysis 381
Eigenvectors and principal components 338
Ellipsoid, constant density 40—41
Elliptically contoured distributions 56 112—113
EM algorithm 25—26
Error rate(s) 240—247
Error rate(s), actual error rate 240
Error rate(s), apparent correct classification rate 243—245
Error rate(s), apparent error rate 243—245
Error rate(s), apparent error rate, bias, correction for 244—247
Error rate(s), apparent error rate, bootstrap estimator 245
Error rate(s), apparent error rate, comparison of methods 245—247
Error rate(s), apparent error rate, cross validation 244
Error rate(s), apparent error rate, holdout method 244
Error rate(s), apparent error rate, leaving-one-out-method 244
Error rate(s), conditional error rate 240
Error rate(s), expected actual error rate 240
Error rate(s), experimentwise 2 82 95
Error rate(s), maximum likelihood estimator of 242
Error rate(s), optimum error rate 240—242
Error rate(s), plug-in estimator of error rate 240—243
Error rate(s), resubstitution 243
Error rate(s), true error rate 240
Estimation, least squares 267—268 281—282
Estimation, likelihood function 49
Estimation, maximum likelihood 49—52
Estimator, least squares 267—268 281—282
Estimator, maximum likelihood 49—52
Estimator, unbiased 2—3
Expected value of random matrix 10
Expected value of random vector [E(y)] 8
Expected value of sample covariance 6
Expected value of sample covariance matrix [F(S)] 11
Expected value of sample mean 2
Expected value of sample mean vector 8
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