An introduction to multivariate statistical analysis

Incluye referencias bibliográficas, apéndice e índice

1. Introduction -- 2. The multivariate normal distribution -- 3. Estimation of the mean vector and the covariance matrix -- 4. The distribution and uses of sample correlation coefficients -- 5. The generalized t2-statistic -- 6. Classification of observation -- 7. The distribution of the sample covariance matrix and the sample generalized variance -- 8. Testing the general linear hypothesis; multivariate analysis of variance -- 9. 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. Canonical correlations and canonical variables -- 13. The distributions of characteristic roots and vectors -- 14. factor analysis -- 15. patterns of dependence; graphical models