03562nam a22003377a 4500 saulb0010910 BD-SyAU 20260128122236.0 260128s2019 sz |||| o |||| 0|eng 2019748527 9783030260057 DLC eng pn rda DLC BD-SyAU 330.015195 23 HAA Härdle, Wolfgang Karl. author. 5266 Applied Multivariate Statistical Analysis / by Wolfgang Karl Härdle, Léopold Simar. 5th ed. 2015. Switzerland : Springer, 2019. xii, 558 p.: ill.; 25cm Includes bibliographical references and index. I Descriptive Techniques: Comparison of Batches -- II Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III Multivariate Techniques: Regression Models -- Variable Selection -- Decomposition of Data Matrices by Factors -- Principal Components Analysis -- Factor Analysis -- Cluster Analysis -- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV Appendix: Symbols and Notations -- Data. Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers' preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features: A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg. Economic theory. 5267 Economics, Mathematical. 167 Statistics. Statistics for Business, Management, Economics, Finance, Insurance. https://scigraph.springernature.com/ontologies/product-market-codes/S17010 5268 Economic Theory/Quantitative Economics/Mathematical Methods. https://scigraph.springernature.com/ontologies/product-market-codes/W29000 5269 Quantitative Finance. https://scigraph.springernature.com/ontologies/product-market-codes/M13062 5270 Statistical Theory and Methods. https://scigraph.springernature.com/ontologies/product-market-codes/S11001 5271 Simar, Léopold. author. 5272 ddc BK 3844 3844 0 0 ddc 0 0 SAUL SAUL GEN 2026-01-28 Purchased 0 330.015195 HAA 0010910 2026-01-28 12:23:01 1 2026-01-28 BK