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作者Wolfgang Hardle
Zdenek Hlavka
Contents
I Practical examples and their implementation 5
1 Comparison of Batches 9
2 A Short Excursion into Matrix Algebra 27
3 Moving to Higher Dimensions 33
4 Multivariate Distributions 35
5 Theory of the Multinormal 37
6 Theory of Estimation 39
7 Hypothesis Testing 41
8 Decomposition of Data Matrices by Factors 43
9 Principal Components Analysis 45
10 Factor Analysis 47
11 Cluster Analysis 49
12 Discriminant Analysis 51
13 Correspondence Analysis 53
14 Canonical Correlation Analysis 73
15 Multidimensional Scaling 75
16 Conjoint Measurement Analysis 77
iii
Contents
17 Applications in Finance 79
18 Highly Interactive, Computationally Intensive Techniques 81
II Data 83
A Data sets 85
A.1 Boston Housing Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
A.2 Swiss Bank Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
A.3 Car Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
A.4 U.S. Companies Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
A.5 French Food Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
A.6 Car Marks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
A.7 French Baccalaureat Frequencies . . . . . . . . . . . . . . . . . . . . . . . 96
A.8 Journaux Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
A.9 U.S. Crime Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
A.10 Timebudget Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
A.11 Geopol Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
A.12 U.S. Health Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
A.13 Unemployment Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
A.14 Annual Population Data . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Bibliography 108
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