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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 observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.
The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:
A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de.
The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.
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Wolfgang Karl H盲rdle, L茅opold Simar-Applied Multivariate Statistical Analysis-.pdf
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Publisher: Springer; 4th ed. 2015 edition (February 27, 2015)
Language: English
ISBN-10: 3662451700
ISBN-13: 978-3662451700
Product Dimensions: 9.2 x 6.1 x 1.2 inches
Shipping Weight: 2 pounds
http://www.amazon.com/Applied-Multivariate-Statistical-Analysis-Wolfgang/dp/3662451700/ref=sr_1_13_twi_1_pap?ie=UTF8&qid=1427552135&sr=8-13&keywords=Applied+Multivariate+Statistical+Analysis
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