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Applied Multivariate Statistical Analysis
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 Hardle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
"
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 Hardle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
"
- GenresMathematics
580 pages, Paperback
First published September 1, 2003
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March 28, 2013
This book offered plenty of examples and would be a great practical guide for showing how to perform these calculations.
Explanations and proofs were not always thorough or convincing--it's best to approach this text with an idea of what you're looking for rather than as a source to learn it. To that end, I found the chapters whose contents I was familiar with very informative (while condensed), and those I had had little practice with terse (but instructive). Generally having another book on hand for proofs and deeper discussions helps with the material.
Explanations and proofs were not always thorough or convincing--it's best to approach this text with an idea of what you're looking for rather than as a source to learn it. To that end, I found the chapters whose contents I was familiar with very informative (while condensed), and those I had had little practice with terse (but instructive). Generally having another book on hand for proofs and deeper discussions helps with the material.
Displaying 1 of 1 review