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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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