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008 150326s2015 gw | o |||| 0|eng c
020 _a9783662451717
_z9783662451700 (Print)
024 7 _a10.1007/978-3-662-45171-7
_2doi
035 _a(EBZ)ebs4406892e
035 _a(ALMA)99289855502456
040 _cLCC
050 4 _aQA276-280
072 7 _aPBT
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072 7 _aK
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072 7 _aBUS061000
_2bisacsh
082 0 4 _a330.015195
_223
084 _aQa
_2kssb/8 (machine generated)
100 1 _aH�rdle, Wolfgang Karl.
_eauthor.
245 1 0 _aApplied Multivariate Statistical Analysis
_h[Elektronisk resurs] /
_cby Wolfgang Karl H�rdle, L�opold Simar.
250 _a4th ed. 2015.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2015.
300 _aXIII, 580 p. 221 illus., 83 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aI 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.
520 _aFocusing 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.
650 0 _aStatistics.
650 0 _aFinance.
650 0 _aMathematical statistics.
650 0 _aEconomics
_xStatistics.
650 0 _aEconomics.
650 1 4 _aStatistics.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aQuantitative Finance.
650 2 4 _aEconomic Theory.
650 2 4 _aStatistical Theory and Methods.
700 1 _aSimar, L�opold.
_eauthor.
710 2 _aSpringerLink (Online service)
776 0 8 _iPrinted edition:
_z9783662451700
_tApplied Multivariate Statistical Analysis
856 4 2 _uhttp://dx.doi.org/10.1007/978-3-662-45171-7
_zTable of Contents / Abstracts
856 4 0 _uhttp://link.sub.su.se/sfxsub?url_ver=Z39.88-2004&ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&rfr_id=info:sid/sfxit.com:opac_856&url_ctx_fmt=info:ofi/fmt:kev:mtx:ctx&sfx.ignore_date_threshold=1&rft.object_id=3710000000360409&svc_val_fmt=info:ofi/fmt:kev:mtx:sch_svc&
_zTillg�nglig f�r anv�ndare inom Stockholms universitet
_zSpringerLink Books Mathematics and Statistics:Full Text
856 4 0 _uhttp://ludwig.lub.lu.se/login?url=http://link.springer.com/openurl?genre=book&isbn=978-3-662-45170-0
_zOnline access for Lund University
_zSpringer eBooks (Mathematics and Statistics 2015)
856 4 0 _uhttp://pmt-eu.hosted.exlibrisgroup.com/openurl/46KTH/46KTH_services_page?u.ignore_date_coverage=true&rft.mms_id=99289855502456
_zOnline access for KTHB
_zfulltext
_zSpringerLink Books Mathematics And Statistics Without Lecture Notes 2015
942 _2lcc
_cBK
999 _c2648
_d2648