Multivariate Statistics:: Exercises and Solutions - Softcover

Härdle, Wolfgang

Softcover

ISBN 10: 0387707840 ISBN 13: 9780387707846

Verlag: Springer New York, 2010

Inhaltsangabe

There can be no question, my dear Watson, of the value of exercise before breakfast. Sherlock Holmes in “The Adventure of Black Peter” The statistical analysis of multivariate data requires a variety of techniques thatareentirelydi?erentfromtheanalysisofone-dimensionaldata.Thestudy of the joint distribution of many variables in high dimensions involves matrix techniques that are not part of standard curricula. The same is true for tra- formations and computer-intensive techniques, such as projection pursuit. The purpose of this book is to provide a set of exercises and solutions to help the student become familiar with the techniques necessary to analyze high-dimensional data. It is our belief that learning to apply multivariate statistics is like studying the elements of a criminological case. To become pro?cient, students must not simply follow a standardized procedure, they must compose with creativity the parts of the puzzle in order to see the big picture. We therefore refer to Sherlock Holmes and Dr. Watson citations as typical descriptors of the analysis. Puerile as such an exercise may seem, it sharpens the faculties of observation, and teaches one where to look and what to look for.

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Über die Autorin bzw. den Autor

Wolfgang Karl Härdle is the Ladislaus von Bortkiewicz Professor of Statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. (Center for Applied Statistics and Economics), director of the CRC-649 (Collaborative Research Center) "Economic Risk" and director of the IRTG 1792 "High Dimensional Non-stationary Time Series". He teaches quantitative finance and semi-parametric statistics.  His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI (International Statistical Institute) and advisor to the Guanghua School of Management, Peking University, and senior fellow of Sim Kee Boon Institute of Financial Economics at the Singapore Management University. Zdenek Hlávka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universität zu Berlin before he became amember of the Department of Probability and Mathematical Statistics at Charles University in Prague.

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The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether 234 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R or XploRe languages. The corresponding libraries are downloadable from the Springer link web pages and from the author’s home pages.

Wolfgang Härdle is Professor of Statistics at Humboldt-Universität zu Berlin. He studied mathematics, computer science and physics at the University of Karlsruhe and received his Dr.rer.nat. at the University of Heidelberg. Later he had positions at Frankfurt and Bonn before he became professeur ordinaire at Université Catholique de Louvain. His current research topic is modelling of implied volatilities and the quantitative analysis of financial markets.

Zdenek Hlávka studied mathematics at the Charles University in Prague and biostatistics at Limburgs Universitair Centrum in Diepenbeek. Later he held a position at Humboldt-Universität zu Berlin before he became a member of the Department of Probability and Mathematical Statistics at Charles University in Prague.

Details zur Ausgabe

• Verlag: Springer New York
• Erscheinungsdatum: 2010
• Sprache: Englisch
• ISBN 10: 0387707840
• ISBN 13: 9780387707846
• Einband: Taschenbuch
• Anzahl der Seiten: 382
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Tiergartenstr. 17; Heidelberg; 69121; Deutschland