Martin Bilodeau and David Brenner, "Theory of Multivariate Statistics"Springer | ISBN: 0-387-98739-8 | 288 Pages | PDF | 1.7 Mb
Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material. It is intended for use as a textbook by students taking a first graduate course in the subject, as well as for the general reference of interested research workers who will find, in a readable form, developments from recently published work on certain broad topics not otherwise easily accessible, as, for instance, robust inference (using adjusted likelihood ratio tests) and the use of the bootstrap in a multivariate setting. The references contains over 150 entries post-1982. The main development of the text is supplemented by over 135 problems, most of which are original with the authors.
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