Haerdle W., Simar L. — Applied multivariate statistical analysis :: Электронная библиотека попечительского совета мехмата МГУ

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Haerdle W., Simar L. — Applied multivariate statistical analysis

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Название: Applied multivariate statistical analysis

Авторы: Haerdle W., Simar L.

Аннотация:

Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data analysis with a strong focus on applications. The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables. The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations. The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data analysis. The text presents a wide range of examples and 228 exercises.

Язык:

Рубрика: Математика/Вероятность/Статистика и приложения/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2003

Количество страниц: 486

Добавлена в каталог: 03.06.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Admissible      329
Agglomerative techniques      308
Allocation rules      323
Andrews' curves      39
Angle between two vectors      75
anova      103
ANOVA - simple analysis of variace      103
Bayes discriminant rule      328
Bernoulli distribution      143
Bernoulli distributions      143
Best line      221
Binary structure      303
Biplots      356
Bootstrap      148
Bootstrap sample      150
Boston housing      44 112 209 259 293 316 337
Boxplot      15
Boxplot construction      17
Canonical correlation      361
Canonical correlation analysis      361
Canonical correlation coefficient      363
Canonical correlation variable      363
Canonical correlation vector      363
Centering matrix      93
Central Limit Theorem (CLT)      143 145
Centroid      312
Characteristic functions      125 131
Classic blue pullovers      84
Cluster algorithms      308
Cluster analysis      301
Cochran theorem      163
Coefficient of determination      98 109
Coefficient of determination, corrected      109
Column space      77 221
Common factors      277
Common principal components      256
Communality      278
Complete linkage      311
Computationally intensive techniques      421
Concentration ellipsoid      138
Conditional approximations      160
Conditional covariance      433
Conditional density      121
Conditional distribution      157
Conditional expectation      127 432 433
Conditional pdf      120
Confidence interval      145
Confussion matrix      332
Conjoint measurement analysis      393
Contingency table      341
contrast      195
Convex hull      423
Copula      122
Correlation      86
Correlation, multiple      160
Correspondence analysis      341
Covariance      82
Covariance matrix decomposition      234
Covariance matrix properties      126
CPCA      256
Cramer — Rao      179
Cramer — Rao lower bound      178
Cramer — Wold      132
Cumulant      133
Cumulative distribution function (cdf)      120
Curse of dimensionality      431
Data depth      423
Data sets, XFGvolsurf01      257
Data sets, XFGvolsurf02      257
Data sets, XFGvolsurf03      257
Degrees of freedom      105
Dendrogram      310
Density estimates      22
Density functions      120
derivatives      68
Determinant      59
Diagonal matrix      59
Dice      304
Discriminant analysis      323
Discriminant rule      324
Discrimination rules in practice      331
Dissimilarity of cars      376
Distance matrix      379
Distance measures      305
Distance, d      71
Distance, Euclidean      71
Distance, iso-distance curves      71
distribution      120
Draft man's plot      32
Duality relations      227
Duality theorem      382
Effective dimension reduction directions      431 433
Effective dimension reduction space      431
Efficient portfolio      408
Eigenvalues      61
Eigenvectors      61
Elliptical distribution      167
Elliptically symmetric distribution      431
Estimation      173
Existence of a riskless asset      412
Expected cost of misclassification      325
Explained variation      98
Exploratory projection pursuit      425
Extremes      17
F-spread      16
F-test      106
Faces      34
Factor analysis      275
Factor analysis model      275
Factor model      282
Factor score      291
Factor scores      291
Factorial axis      223
Factorial method      250
Factorial representation      229 231
Factorial variable      223 230
Factors      221
Farthest Neighbor      311
Fisher information      180
Fisher information matrix      178 179
Fisher's linear discrimination function      333
Five-number summary      15
Flury faces      35
Fourths      15
French food expenditure      253
Full model      105
G-inverse      60
G-inverse, non-uniqueness      64
General multinormal distribution      165
Gradient      68
Group-building algorithm      302
hessian      68
Hierarchical algorithm      308
Histograms      22
Hotelling redistribution      165
Idempotent matrix      59
Identity matrix      59
Independence copula      123
Independent      87 121
Inertia      229 231
Information matrix      179
Interpretation of the factors      278

Interpretation of the principal components      241
Invariance of scale      279
Inverse      60
Inverse regression      431 433
Jaccard      304
Jacobian      135
Jordan decomposition      63 64
Kernel densities      25
Kernel estimator      25
Kulczynski      304
Likelihood function      174
Likelihood ratio test      184
Limit theorems      142
Linear discriminant analysis      327
Linear regression      95
Linear transformation      94
Link function      431
Loadings      277 278
Loadings, non-uniqueness      280
Log-likelihood function      174
Mahalanobis distance      327
Mahalanobis transformation      95 137 138
Marginal densities      121
Marketing strategies      104
Maximum likelihood discriminant rule      324
Maximum likelihood estimator      174
MDS direction      376
Mean-variance      407 408
Median      15 422
Metric methods      377
Moments      125
Multidimentional scaling      373
Multinormal      139 155
Multinormal distribution      137
Multivariate distributions      119
Multivariate median      423
Multivariate t-distribution      168
Nearest neighbor      311
Non-metric solution      400
Nonexistence of a riskless asset      410
Nonhomogeneous      94
Nonmetric methods of MDS      377
Norm of a vector      74
Normal distribution      175
Normalized principal components (NPCs)      249
Null space      77
Order statistics      15
Orthogonal complement      78
Orthogonal matrix      59
Orthonormed      223
Outliers      13
Outside bars      16
Parallel coordinates plots      42
Parallel profiles      205
Partitioned covariance matrix      156
Partitioned matrices      68
PAV algorithm      384 405
Pool-adjacent violators algorithm      384 405
Portfolio analysis      407
Portfolio choice      407
Positive definite      65
Positive definiteness      67
Positive or negative dependence      34
Positive semidefinite      65 93
Principal axes      73
Principal component method      286
Principal components      237
Principal components analysis (PCA)      233 432 435
Principal components in practice      238
Principal components technique      238
Principal components transformation      234 237
Principal factors      285
Profile analysis      205
Profile method      396
Projection matrix      77
Projection pursuit      425
Projection pursuit regression      428
Projection vector      431
Proximity between objects      302
Proximity measure      302
Quadratic discriminant analysis      330
Quadratic form      65
Quadratic forms      65
Quality of the representations      252
Randomized discriminant rule      329
Rank      58
Reduced model      105
Rotation      289
Rotations      76
Row space      221
Russel and Rao (RR)      304
Sampling distributions      142
Scatterplot matrix      31
Scatterplots      30
Separation line      31
Similarity of objects      303
Simple Matching      304
Single linkage      311
Single matching      305
Singular normal distribution      140
Singular value decomposition (SVD)      64 228
Sliced inverse regression      431 435
Sliced inverse regression II      433 434 436 437
Sliced inverse regression II, algorithm      434
Sliced inverse regression, algorithm      432
Solution, nonmetric      403
Specific factors      277
Specific variance      278
Spectral decompositions      63
Spherical distribution      167
Standardized linear combinations (SLC)      234
Statistics      142
Stimulus      395
Student's t-distribution      96
Sum of squares      105
Summary statistics      92
Swiss bank data      14
Symmetric matrix      59
t-test      96
Tanimoto      304
Testing      183
The CAPM      417
Total variation      98
Trace      58
Trade-off analysis      396
Transformations      135
TRANSPOSE      60
Two factor method      396
Unbiased estimator      179
Uncorrelated factors      277
Unexplained variation      98
Unit vector      74
Upper triangular matrix      59
Variance explained by PCs      247
Varimax criterion      290
Varimax method      289
Varimax rotation method      289
Ward clustering      312
Wishart distribution      162 164
XFGvolsurf02 data      257
XFGvolsurf03 data      257
XFGvolsurf0l data      257

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