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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 |
Multivariate inferential procedures 1—2
Multivariate normal distribution 37—59
Multivariate normal distribution and quadratic form 48—49
Multivariate normal distribution, central limit theorem 51
Multivariate normal distribution, conditional distribution 47—48
Multivariate normal distribution, constant density ellipsoid 40—41
Multivariate normal distribution, contour plot 40—42
Multivariate normal distribution, estimation of and 49—51
Multivariate normal distribution, estimation of and , properties of estimators 52—56
Multivariate normal distribution, estimation of 51—52
Multivariate normal distribution, generating data from 42
Multivariate normal distribution, independence and zero covariance 46—47
Multivariate normal distribution, likelihood function 49
Multivariate normal distribution, linear functions of 45—46
Multivariate normal distribution, marginal distribution 46
Multivariate normal distribution, moment generating function of 44—47
Multivariate normal distribution, moments of 42—43
Multivariate normal distribution, properties of 43—49
Multivariate normal distribution, tests for multivariate normality 43
Multivariate normal distribution, transformations to achieve multivariate normality 56—57
Multivariate normal distribution, transformations to achieve multivariate normality and Wishart distribution 53—56
Multivariate normality, tests for 43
Multivariate regression see “Regression multivariate”
Multivariate t-distribution 56
Nonparametric tests for several mean vectors 194
Nonparametric tests for two mean vectors 113
Normal distribution, multivariate normal see “Multivariate normal distribution”
Normal distribution, univariate normal 37—38
Normal distribution, univariate normal, standard normal 37
Normality, tests for 43
O matrix 401
Orthogonal matrix 410
Orthogonal vectors 410
Outliers 43 301—303 373
Paired observation test 97—99
Partial F 177 211 214—215 217 219 248—249 252
Perron — Frobenius theorem 414
Physiological data 224
Pillai’s test 292 295 296
Pillai’s test, F-approximations 130
Pillai’s test, table of critical values 431—437
Pillai’s tests 130—131 292 295—296
Positive definite matrix 408
Power of a test 104—108
Power of a test, noncentrality parameter 104
Principal component regression 363—370
Principal components 337—376
Principal components and correspondence analysis 373
Principal components and eigenvalues 338 341
Principal components and eigenvectors 338
Principal components and factor analysis 361 377
Principal components and maximum variance 338
Principal components and minimum variance 339
Principal components and multidimensional scaling 373
Principal components and projections 340
Principal components and regression 363—370
Principal components and regression, biased regression 363
Principal components and regression, latent root regression 363 370
Principal components and regression, principal component regression 363—370
Principal components and regression, principal component regression, using correlation matrix 364 367—370
Principal components and regression, principal component regression, using covariance matrix 364—367
Principal components and regression, ridge regression 363
Principal components as rotation of axes 343—344
Principal components from covariance matrix (S) 338—344 348—355 357—363
Principal components of singular matrix 342
Principal components with grouped data 371—372
Principal components with grouped data, common principal components 371—372
Principal components with grouped data, comparing principal components 371—372
Principal components, common principal components 371—372
Principal components, correlations of 341—342
Principal components, definition 338
Principal components, discarding components 347—352
Principal components, discarding components, average eigenvalue 348
Principal components, discarding components, bootstrap 352
Principal components, discarding components, cross validation 352
Principal components, discarding components, jackknife 352
Principal components, discarding components, percent of variance 347
Principal components, discarding components, rank of 352
Principal components, discarding components, scree graph 348—349
Principal components, discarding components, tests of significance 349—351
Principal components, empirical orthogonal functions 337
Principal components, from correlation matrix (R) 342 344—349 351 353—359 364 367—370
Principal components, from correlation matrix (R), properties of 344—345
Principal components, generalized principal components 340
Principal components, influence of each observation 372—373
Principal components, interpretation 353—363
Principal components, interpretation, correlations 361—363
Principal components, Karhunen — Loeve expansion 337
Principal components, large variance of a variable, effect of 342
Principal components, last few principal components 352—353
Principal components, leverage of each observation 372
Principal components, number of components to retain see “Principal components discarding
Principal components, orthogonality of 339
Principal components, outliers 373
Principal components, percent of variance 341
Principal components, plotting of 340
Principal components, principal component regression 363—370
Principal components, principal curves 373
Principal components, principal points 373
Principal components, projection pursuit 340
Principal components, properties of 341—343
Principal components, proportion of variance 341
Principal components, robust principal components 373
Principal components, rotation 359—361
Principal components, scale invariance, lack of 342
Principal components, sensitivity analysis 355
Principal components, size and shape 355
Principal components, special patterns in S or R 353—359
Principal components, special patterns in S or R, equal correlations 354 358—359
Principal components, special patterns in S or R, equal variances and covariances 354 357—358
Principal components, special patterns in S or R, sensitivity analysis 355
Principal components, special patterns in S or R, size and shape 355
Principal components, tests of significance 349—351
Principal components, variance and eigenvalues 341
Principal components, variance of principal component 341
Principal components, variance, large variance, effect of 342
Principal components, variance, proportion of 341
Principal components, variance, total 341
Principal curves 373
Principal points 373
Probe word data 22
Projection pursuit 340
Projections 340
Quadratic classification rule 232—233
Quadratic form 48—49 404
Quadratic form, lack-of-fit tests 300
Quadratic form, leverage 301
Quadratic form, outliers 301—303
Quadratic form, residuals 300—301
Random x’s 303—305
Random x’s, confidence intervals 305
Random x’s, estimation of the ’s and 304—305
Random x’s, estimation of the ’s and , beta weights 305
Random x’s, estimation of the ’s and , correlations 305
Random x’s, model 303—304
Random x’s, tests of hypotheses 305
Repeated measures 121 183 246 296
Robust estimation in classification analysis 235
Robust estimation in regression 307
Robust estimation of canonical variates 333
Robust estimation of correlation matrices 29—30
Robust estimation of covariance matrices 29—31
Robust estimation of discriminant functions 223—227
Robust estimation of mean vectors 28—31
Robust estimation of means 28
Robust estimation of principal components 373
Robust estimation, affine equivariance of (scale invariance) 30
Robust estimation, breakdown point 30
Robust estimation, contaminated normal 28
Robust estimation, mean deviation 28
| Robust estimators 307
Rotation see “Factor analysis”
Roy’s test 291—292 295 296
Roy’s test (union-intersection) 127—129 291—296
Roy’s test (union-intersection), table of critical values 435—437
Roy’s test, subset of the x’s 293—295
Roy’s test, union-intersection test see “Roy’s test”
Roy’s test, Wilks’ 290—291 294 296
Seemingly unrelated regression 306
Seemingly unrelated regressions 306
Selection of variables 111 177 217—221
Selection of variables in classification analysis 247—251
Selection of variables in higher order designs 218—219
Selection of variables in regression 307
Selection of variables, all possible subsets 218
Selection of variables, bias 219—221
Selection of variables, stepwise discriminant analysis 217—221
Selection of variables, using discriminant functions 217
Singular value decomposition 26—27 315—316
Size and shape 355
Soils data 103
Specific variance 379
Spectral decomposition 412
Squared multiple correlation see “”
SSE 269
SSR 271
Standardized vector 45
Stepdown test 110—111
Stepwise discriminant analysis 177—178 217—221
Subset selection 307
Subvector(s) 12—14
Subvector(s), conditional distribution 47
Subvector(s), covariance matrix of 13
Subvector(s), distribution of 46—48
Subvector(s), independence of 14
Subvector(s), mean of 13
Subvector(s), paired observation 116
Subvector(s), sum of 14
Subvector(s), tests on 108—112 174—178
Sufficient statistic 52—53
t-ests, definition of t-statistic 61
t-ests, likelihood ratio 62—65 86
t-ests, one sample 61—65
t-ests, properties of 62
t-ests, two samples 85—86
t-ests, two samples, comparing means when variances are unequal 99—100
Tests of hypotheses 289—300 305
Tests of hypotheses and missing data 299—300
Tests of hypotheses for additional information 108—110
Tests of hypotheses for an individual 297
Tests of hypotheses for elliptically contoured distributions 112—113
Tests of hypotheses for linear combinations in ANOVA and MANOVA 163—171
Tests of hypotheses for linear combinations in multivariate regression 295—297
Tests of hypotheses for linear combinations in univariate regression 272—273
Tests of hypotheses for linear combinations one sample 72—72 79—80 83—85
Tests of hypotheses for linear combinations one sample, for : \mu_1 = \mu_2 = . . . = \mu_p$ 83—85
Tests of hypotheses for linear combinations, two samples 94—95
Tests of hypotheses for principal components 349—351
Tests of hypotheses in discriminant analysis 207—210
Tests of hypotheses in regression, multivariate 289—299
Tests of hypotheses in regression, univariate 271—274
Tests of hypotheses on a subvector 108—112 174—178
Tests of hypotheses, -tests see “-tests”
Tests of hypotheses, known 60—61
Tests of hypotheses, unknown 65—74
Tests of hypotheses, unknown, several mean vectors 121—134
Tests of hypotheses, unknown, two mean vectors, 85—92
Tests of hypotheses, unknown, two mean vectors, , 100—104
Tests of hypotheses, accepting 65
Tests of hypotheses, analysis of covariance, multivariate see “Analysis of covariance multivariate”
Tests of hypotheses, analysis of covariance, univariate see “Analysis of covariance univariate”
Tests of hypotheses, canonical correlation 320—326
Tests of hypotheses, covariance matrices, Box’s M-test 138—140
Tests of hypotheses, covariance matrices, equality of 138—140
Tests of hypotheses, covariance matrices, table of critical values 446—447
Tests of hypotheses, E matrix 285 286 290
Tests of hypotheses, equality of covariance matrices 138—140
Tests of hypotheses, experimentwise error rate 82 95
Tests of hypotheses, general linear hypotheses : CB = O and : CBM=O 295—297
Tests of hypotheses, H matrix 290 293 296
Tests of hypotheses, individual variables 80—83 95
Tests of hypotheses, individual variables, Bonferroni tests for 80—83 95
Tests of hypotheses, individual variables, Bonferroni tests for, modifications of 80—82
Tests of hypotheses, individual variables, Bonferroni tests for, protected tests 95
Tests of hypotheses, individual variables, Bonferroni tests for, simultaneous tests for 80 94
Tests of hypotheses, individual variables, Bonferroni tests for, table of critical values 78
Tests of hypotheses, Lawley — Hotelling test 292 295 296
Tests of hypotheses, likelihood ratio test see “Wilks’ ”
Tests of hypotheses, likelihood ratio tests see “Likelihood ratio test”
Tests of hypotheses, MANOVA see “Multivariate analysis of variance mean vectors”
Tests of hypotheses, MANOVA, likelihood ratio test 71—72 91—92
Tests of hypotheses, Mests see “t-tests”
Tests of hypotheses, nonparametric tests for several mean vectors 194
Tests of hypotheses, nonparametric tests for two mean vectors 113
Tests of hypotheses, overall regression test 289—293
Tests of hypotheses, overall regression test in terms of canonical correlations 323
Tests of hypotheses, paired observation test 97—99
Tests of hypotheses, partial F-test 110
Tests of hypotheses, power of tests 292—293
Tests of hypotheses, protected tests 95
Tests of hypotheses, robust versions of -ests 114
Tests of hypotheses, simultaneous tests 80 94 146—148 150 274
Tests of hypotheses, stepdown test 110—111
Tests of hypotheses, union-intersection test 72—74
Total variance 8—9 341 382
Trace of a matrix 410
Transformation of a random variable, distribution of 38—40
Transformation of a random variable, distribution of, Jacobian 39
Two-sample test for mean vectors 87—92
Two-sample test for mean vectors, comparing mean vectors when 100—104
Unbalanced data 152 155—160 168—174
Unbalanced data, contrasts 156—160
Unbalanced data, contrasts, Bonferroni confidence intervals 157
Unbalanced data, contrasts, simultaneous confidence intervals 156—157
Unbalanced data, discriminant functions 157
Unbalanced data, one-way model 155—160
Unbalanced data, tests on individual variables 157
Unbalanced data, two-way model 168—174
Unbalanced data, two-way model, constrained model 169—171
Univariate analysis of variance see “Analysis of variance univariate”
Univariate normal distribution 37—38
Variables see also “Random variables”
variables, categorical 2
Variables, commensurate 1
Variables, correlated 1
Variables, standardized 11
Variance inflation factor 21
Variance matrix see “Covariance matrix”
Variance, generalized 8—9
Variance, population 3
Variance, sample 3
Variance, sample, unbiased 3
Variance, total 8 341 382
Variance-covariance matrix see “Covariance matrix”
Varimax rotation 388
Vector(s), 0 vector 401
Vector(s), definition 399
Vector(s), differentiation 414—415
Vector(s), distance between two vectors 22—23
Vector(s), distance from origin 402
Vector(s), j vector 400
Vector(s), length of 402
Vector(s), linear independence and dependence of 406
Vector(s), normalized 402
Vector(s), orthogonal vectors 410
Vector(s), partitioned 12—14
Vector(s), product of 401—402
Vector(s), random 1 (see also “Random vectors”)
Vector(s), standardized vector 45
Vector(s), subvectors 12—14 (see also “Subvector(s)”)
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