Applied Multivariate Statistical Analysis
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Beschreibung
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.
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. All chapters include practical exercises that highlight applications in different multivariate data analysis fields. All of the 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.
Revised and updated fourth edition offers a broader range of material
Offers a wide scope of methods and applications, making this a comprehensive treatment of the subject
Includes a wealth of examples and exercises—ideal for students in economics and finance
Quantlets in R and Matlab available online
Autor*in
Wolfgang Karl Härdle
Themen in »Applied Multivariate Statistical Analysis«
Cluster Analysis Conjoint Measurement Analysis Discriminant Analysis Elastic Net Hypothesis Testing Lasso Multivariate Analysis Projection Persuit Sliced Inverse Regression