A first course in multivariate statistics
The book provides a unified treatment of both theoretical and practical aspects of multivariate statistics. The presentation is restricted to relatively few topics, but these are covered in detail. The second chapter gives extensive background material on the distributions of several random variables. Then the multivariate normal distribution is dealt with in an extra chapter. This contains a short exposition of elliptical distributions also. The genuine topics of multivariate statistics which are included are discrimination and classification (lda), statistical inference for means, linear principal component analysis (pca) and normal mixtures. They are chosen because the foundation of all of them is well established and their use is unambiguous. So normal mixtures substitutes cluster analysis; factor analysis is omitted for it is believed to be of questionable value. MANOVA and logistic regression are included in one of the chapters on lda. One of the distinguishing features is the presentation of pca through self consistency. This makes it a little bit more difficult to get into that subject. But as the author did in the whole text he derived the topic clearly and at a level that makes it accessible for students with some background in statistics. Besides the mathematically oriented aspects there are lots of explanations of applied aspects, many examples and graphical illustrations. The data analytic oriented discussions contain maximum likelihood estimation with missing data and also computer intensive methods. Each section contains exercises. Some GAUSS and MATLAB programs and all data sets are made available from a ftp site.
- Exploratory tools for clustering multivariate data
- Further considerations of a general \(d'\) in multidimensional space.
- Model-based clustering via linear cluster-weighted models
- Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures
- A triplot for multiclass classification visualisation
- Parallel principal axes
- Notes about the last principal component
- Clustering and classification via cluster-weighted factor analyzers
- Unconstrained representation of orthogonal matrices with application to common principal components
- Fitting Laplacian regularized stratified Gaussian models
- A parametric k-means algorithm
- A paradoxical argument about domination
- Flury
- Robust optimization for a nonlinear switched time-delay system with noisy output measurements using hybrid optimization algorithm
- Mixture model averaging for clustering
- Improved initialisation of model-based clustering using Gaussian hierarchical partitions
- A review of robust clustering methods
- On the consistency properties of linear and quadratic discriminant analyses
- Bayesian analysis of censored response data in family-based genetic association studies
- Testing for Redundancy in Normal Mixture Analysis
- Limitations on detecting row covariance in the presence of column covariance
- Analysing Your Multivariate Data as a Pictorial: A Case for Applying Biplot Methodology?
- Identification of Influential Cases in Kernel Fisher Discriminant Analysis
- The Transformation of American Political Space 1982–2002
- A Problem of Dimensionality in Normal Mixture Analysis
- Multi-curve HJM modelling for risk management
- Allometric Extension
- scientific article; zbMATH DE number 790007 (Why is no real title available?)
- The characterization of Monte Carlo errors for the quantification of the value of forensic evidence
- Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
- Variable selection in discriminant analysis: measuring the influence of individual cases.
- High-dimensional hypothesis testing for allometric extension model
- Graphical and Computational Tools to Guide Parameter Choice for the Cluster Weighted Robust Model
- Exploring the number of groups in robust model-based clustering
- Molecular dynamics multidimensional scaling
- Data nuggets in supervised learning
- On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach
- Comparing linear discriminant analysis and supervised learning algorithms for binary classification -- a method comparison study
- A two-group canonical variate analysis biplot for an optimal display of both means and cases
- Estimators for multivariate allometric regression model
- Asymptotic theory of principal component analysis for time series data with cautionary comments
- Spectral clustering algorithm for the allometric extension model
- Robust dynamic optimization for batch fermentation nonlinear fractional switched time-delay dynamical system using inexact output data
- Modeling and estimating skewed and heavy-tailed populations via unsupervised mixture models
- Principal points for an allometric extension model
- Analysis of the reproduction operator in an artificial bacterial foraging system
- Whitening as a tool for estimating mutual information in spatiotemporal data sets
- Multidimensional signal detection decision models of the uncertainty task: application to face perception
- Optimal estimators of principal points for minimizing expected mean squared distance
- Cluster-weighted t-factor analyzers for robust model-based clustering and dimension reduction
- Differential evolution for noisy multiobjective optimization
- A general trimming approach to robust cluster analysis
- Allometric extension model for conditional distributions
- On the structure of the quadratic subspace in discriminant analysis
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