Applied Multivariate Statistical Analysis (by Wolfgang Karl Härdle, Léopold Simar)


Author(s): Wolfgang Karl Härdle, Léopold Simar

Publisher: Springer
Publish date: 2015-02-27
ISBN-10: 3662451700
ISBN-13: 9783662451700
Language: English
Description:
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… more…

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