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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
 ![$[E(s_{xy})]$](/math_tex/8b27e7ed2d06922d73d127c04b4cefdc82.gif) 6 Expected value of sample covariance matrix [F(S)]      11
 Expected value of sample mean
 ![$[E(\bar{y})]$](/math_tex/7c1e20782f974ca87f65e8521acd732582.gif) 2 Expected value of sample mean vector
 ![$[E(\bar{y})]$](/math_tex/7c1e20782f974ca87f65e8521acd732582.gif) 8 
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