This graduate textbook will serve as a reference in multivariate analysis for students and researchers from a large number of areas. The book integrates statistical theory and practice, and includes the analysis of several large real-data sets.
Begins at the elementary level, presenting the first principles of multivariate distributions * Includes cutting-edge topics such as the EM algorithm and principal component analysis * Examples from biology, anthropology, chemistry, and other areas are worked out in detail * The book contains a wealth of exercises, ranging from easy to advanced * Extremely thorough coverage of the topic Includes supplementary material: sn.pub/extras
Bernard Flury
Multivariate statistics Normal distribution Random variable Resampling classification expectation–maximization algorithm principal component analysis
From a review:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
"... is actually a very unique book that differs considerably from other multivariate texts. Flury should be applauded for his intention and effort to produce a new type of multivariate book that is neither a comprehensive theoretical treatise nor an encyclopedic methods cookbook. ... it is a welcome addition to the multivariate statistics literature. This is a well-written book with vivid and lively discussions."