Applied multivariate analysis
This textbook provides a broad overview of the basic theory and methods of applied multivariate analysis. The presentation integrates theory and practice including both the analysis of formal linear multivariate models and exploratory date analysis techniques. Each chapter contains the development of basic theoretical results with numerous applications illustrated using examples from the social and behavioral sciencies as well as from other disciplines. All examples are analyzed using SAS. The book includes an overview of vectors, matrices, multivariate distribution theory, and multivariate linear models. The topics discussed include multivariate regression, multivariate analysis of variance for fixed and mixed models, seemingly unrelated regression models, and repeated measurement models. Other topics discussed include discriminant and classification analysis, principal components analysis, canonical correlation analysis, exploratory factor analysis, multidimensional scaling, and structural equation modeling. The techniques and examples discussed in the book should be helpful in the analysis of multivariate data using SAS. All programs and data sets used may be downloaded from a Web site. The book appeals to practitioners, researchers, and applied statisticians.
- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
- Multivariate analysis using 'and' and 'or'
- Evolution of model specific relative growth rate: its genesis and performance over Fisher's growth rates
- Random density functions with common atoms and pairwise dependence
- Study of vibration characteristics for orthotropic circular cylindrical shells using wave propagation approach and multivariate analysis
- Stochastic competitive exclusion in the maintenance of the naïve T cell repertoire
- Tensor maximal correlation problems
- Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Selection of model selection criteria for multivariate ridge regression
- Model of PE-CVD apparatus: verification and simulations
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Inference with median distances: an alternative to reduce the influence of outlier populations
- Kronecker delta method for testing independence between two vectors in high-dimension
- On similarity
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- Power and sample size calculations for multivariate linear models with random explanatory variables
- Hypothesis testing in multivariate partially linear models
- A non-linear fuzzy degradation model for estimating reliability of a polymeric coating
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
- The simultaneous test of equality and circularity of several covariance matrices
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013)
- Validating clusters with the lower bound for sum-of-squares error
- Applied multivariate data analysis.
- Comparison of kernel discriminant coordinates algorithms
- Riemannian trust-region method for the maximal correlation problem
- An improved estimation in regression parameter matrix in multivariate regression model
- An introduction to applied multivariate analysis with R.
- A confidence region for the ridge path in multiple response surface optimization
- Multivariate extension of chi-squared univariate normality test
- Statistical analysis of management data
- Estimation of the covariance matrix in multivariate partially linear models
- scientific article; zbMATH DE number 48335 (Why is no real title available?)
- scientific article; zbMATH DE number 1338145 (Why is no real title available?)
- scientific article; zbMATH DE number 713992 (Why is no real title available?)
- scientific article; zbMATH DE number 1561786 (Why is no real title available?)
- Testing of multivariate spline growth model
- scientific article; zbMATH DE number 194749 (Why is no real title available?)
- Shrinkage estimation for the regression parameter matrix in multivariate regression model
- Estimating the risk of a Down's syndrome term pregnancy using age and serum markers: comparison of various methods
- On Wald's sequential test for vector mean under multivariate normal distribution and correlated data
- Applied Multivariate Statistical Analysis and Related Topics with R
- scientific article; zbMATH DE number 7387564 (Why is no real title available?)
- Discriminant coordinates analysis for multivariate functional data
- A powerful test for multivariate normality
- Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
- Parallel analysis approach for determining dimensionality in canonical correlation analysis
- Computing and approximating multivariate chi-square probabilities
- Confidence Sets for Phylogenetic Trees
- A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
- Simultaneous statistical inference in dynamic factor models
- A Novel Regression Approach: Least Squares Ratio
- Advanced Analysis of Variance
- Nonparametric Tests for Two‐Group Comparisons of Dependent Observations Obtained at Varying Time Points
- Applied MANOVA and Discriminant Analysis
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Optimality conditions in DC-constrained mathematical programming problems
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Basis expansion approaches for functional analysis of variance with repeated measures
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Restricted estimation in multivariate measurement error regression model
- An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
- Towards the global solution of the maximal correlation problem
- Variable selection in multivariate regression models with measurement error in covariates
- On the assessment of multivariate and multisite measurement systems
- Covariance analysis for temporal data, with applications to DNA modelling
- Identifying the best common factor model via exploratory eactor analysis
- Robust tests for multivariate repeated measures with small samples
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
- Multivariate regression with measurement error: bias analysis and estimation
- A test to determine the contributing subspace in high-dimensional classification
- On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression
- Efficient approximation of global population dynamic models through statistical inference using local data
- Group exponential penalized estimation in high-dimensional multivariate linear regression
- Bayesian estimation approach for linear regression models with linear inequality restrictions
- A confidence region for zero-gradient solutions for robust parameter design experiments
- Are European business cycles close enough to be just one?
- Analysis of high-dimensional repeated measures designs: the one sample case
- Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations
- An unbiased \(C_p\) criterion for multivariate ridge regression
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