Applied Multivariate Statistical Analysis
From MaRDI portal
Publication:3083157
DOI10.1007/978-3-642-17229-8zbMath1266.62032OpenAlexW4214736747MaRDI QIDQ3083157
Léopold Simar, Wolfgang Karl Härdle
Publication date: 18 March 2011
Full work available at URL: https://doi.org/10.1007/978-3-642-17229-8
Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)
Related Items (22)
Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems ⋮ TVICA -- time varying independent component analysis and its application to financial data ⋮ Implied basket correlation dynamics ⋮ A Bayesian discriminant analysis method under semiparametric density ratio models ⋮ Elliptical linear mixed models with a covariate subject to measurement error ⋮ Clustering of financial time series in risky scenarios ⋮ Correspondence analysis of textual data involving contextual information: CA-GALT on principal components ⋮ Nonparametric registration to low-dimensional function spaces ⋮ Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators ⋮ From scenarios to conditional scenarios in two‐stage stochastic MILP problems ⋮ A global × global test for testing associations between two large sets of variables ⋮ Addressing non-normality in multivariate analysis using the \(t\)-distribution ⋮ Kernel‐based regularization least squares algorithm for nonlinear time‐delayed systems using self‐organizing maps ⋮ Analytical closed-form solution for binary logit regression by categorical predictors ⋮ Statistical identification of important nodes in biological systems ⋮ Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach ⋮ Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution ⋮ Copulas, diagonals, and tail dependence ⋮ Cross-entropy clustering ⋮ MANOVA, LDA, and FA criteria in clusters parameter estimation ⋮ On the Pair Uninorm-Implication in the Morphological Gradient ⋮ Unnamed Item
Uses Software
This page was built for publication: Applied Multivariate Statistical Analysis