H�rdle, Wolfgang Karl. <br/><br/>
Applied Multivariate Statistical Analysis  [Elektronisk resurs] / 
by Wolfgang Karl H�rdle, L�opold Simar. 
 - 4th ed. 2015. 
 - XIII, 580 p. 221 illus., 83 illus. in color.  online resource. 
<br/><br/>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. 
<br/><br/> 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 H�rdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg. 
<br/><br/><label>ISBN: </label>9783662451717 
<br/><br/><label>Standard No.: </label>10.1007/978-3-662-45171-7  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Statistics.<br/>Finance.<br/>Mathematical statistics.<br/>Economics--Statistics.<br/>Economics.<br/>Statistics.<br/>Statistics for Business/Economics/Mathematical Finance/Insurance.<br/>Quantitative Finance.<br/>Economic Theory.<br/>Statistical Theory and Methods.
<br/><br/><label>LC Class. No.: </label>QA276-280 
<br/><br/><label>Dewey Class. No.: </label>330.015195