Applied Multivariate Statistical Analysis - Softcover

Härdle, Wolfgang Karl; Simar, Léopold

Softcover

ISBN 10: 3662451700 ISBN 13: 9783662451700

Verlag: Springer, 2015

Über diesen Titel

Reseña del editor:

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields. All of the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.

The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:

• A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
  
• All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de.
  

The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Contraportada:

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.  It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.  All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior.  All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.

The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:

• A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
• All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de

The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Über diese Auflage

• Verlag: Springer
• Erscheinungsdatum: 2015
• ISBN 10: 3662451700
• ISBN 13: 9783662451700
• Einband: Tapa blanda
• Auflage: 4
• Anzahl der Seiten: 596