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Multivariate Statistical Analysis in the Real and Complex Domains

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This book explores topics in multivariate statistical analysis, relevant in the real and complex domains. It utilizes simplified and unified notations to render the complex subject matter both accessible and enjoyable, drawing from clear exposition and numerous illustrative examples. The book featur...

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Bibliographic Details
Main Authors: Mathai, Arak M. (Author), Provost, Serge B. (Author), Haubold, Hans J. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2022.
Edition:1st ed. 2022.
Subjects:
Mathematical statistics.
Statistics .
Multivariate analysis.
System theory.
Mathematical Statistics.
Statistical Theory and Methods.
Multivariate Analysis.
Complex Systems.
Online Access:Link to Metadata
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Table of Contents:
  • 1. Mathematical Preliminaries
  • 2. The Univariate Gaussian and Related Distribution
  • 3. Multivariate Gaussian and Related Distributions
  • 4. The Matrix-variate Gaussian Distribution
  • 5. Matrix-variate Gamma and Beta Distributions
  • 6. Hypothesis Testing and Null Distributions
  • 7. Rectangular Matrix-variate Distributions
  • 8. Distributions of Eigenvalues and Eigenvectors
  • 9. Principal Component Analysis
  • 10. Canonical Correlation Analysis
  • 11. Factor Analysis
  • 12. Classification Problems
  • 13. Multivariate Analysis of Variance (MANOVA)
  • 14. Profile Analysis and Growth Curves
  • 15. Cluster Analysis and Correspondence Analysis.

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