Multivariate Statistics: High-Dimensional and Large-Sample Approximations

Multivariate Statistics: High-Dimensional and Large-Sample Approximations

Author(s): Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu

Print ISBN: 9780470411698

Online ISBN: 9780470539873

DOI: 10.1002/9780470539873

Reviews


"The book is designed for readers interested in multivariate analysis with a good background in matrix algebra, mathematical statistical inference and probability theory. Its contents are, in general, well organised and the intuitive ideas behind the different multivariate methods, the asymptotic expansion techniques and the calculation of error bounds using scale mixtures, are well expressed . The mathematical proofs are well presented and selected and I have found the mathematical appendices to be very useful as guides to following the proofs." (Mathematical Reviews, 2011)

 

 

SEARCH