Theory of multivariate statistics
作者： Martin Bilodeau , David Brenner
DOI:
关键词: Multivariate gamma function 、 Inverse-Wishart distribution 、 Wishart distribution 、 Normal-Wishart distribution 、 Matrix t-distribution 、 Dirichlet distribution 、 Statistics 、 Multivariate t-distribution 、 Mathematics 、 Multivariate statistics
摘要: Linear algebra.- Random vectors.- Gamma, Dirichlet, and F distributions.- Invariance.- Multivariate normal.- sampling.- Wishart Tests on mean variance.- regression.- Principal components.- Canonical correlations.- Asymptotic expansions.- Robustness.- Bootstrap confidence regions tests.
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openlibrary.org参考文章(223)
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