Abstract
Preface to the Third Edition.Preface to the Second Edition.Preface to the First Edition.1. Introduction.2. The Multivariate Normal Distribution.3. Estimation of the Mean Vector and the Covariance Matrix.4. The Distributions and Uses of Sample Correlation Coefficients.5. The Generalized T2-Statistic.6. Classification of Observations.7. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance.8. Testing the General Linear Hypothesis: Multivariate Analysis of Variance9. Testing Independence of Sets of Variates.10. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices.11. Principal Components.12. Cononical Correlations and Cononical Variables.13. The Distributions of Characteristic Roots and Vectors.14. Factor Analysis.15. Pattern of Dependence Graphical Models.Appendix A: Matrix Theory.Appendix B: Tables.References.Index.
Keywords
MathematicsCovariance matrixEstimation of covariance matricesStatisticsMultivariate normal distributionScatter matrixCovarianceStatisticMultivariate statisticsLaw of total covarianceTest statisticPrincipal component analysisApplied mathematicsStatistical hypothesis testingCovariance intersection
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Publication Info
- Year
- 1986
- Type
- article
- Volume
- 4
- Issue
- 1
- Pages
- 135-135
- Citations
- 9231
- Access
- Closed
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Cite This
Robb J. Muirhead,
T. W. Anderson
(1986).
An Introduction to Multivariate Statistical Analysis.
Journal of Business and Economic Statistics
, 4
(1)
, 135-135.
https://doi.org/10.2307/1391399
Identifiers
- DOI
- 10.2307/1391399