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Theory of Multivariate Statistics

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Cover of 'Theory of Multivariate Statistics'

Table of Contents

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    Book Overview
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    Chapter 1 Linear algebra
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    Chapter 2 Random vectors
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    Chapter 3 Gamma, Dirichlet, and F distributions
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    Chapter 4 Invariance
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    Chapter 5 Multivariate normal
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    Chapter 6 Multivariate sampling
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    Chapter 7 Wishart distributions
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    Chapter 8 Tests on mean and variance
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    Chapter 9 Multivariate regression
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    Chapter 10 Principal components
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    Chapter 11 Canonical correlations
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    Chapter 12 Asymptotic expansions
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    Chapter 13 Robustness
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    Chapter 14 Bootstrap confidence regions and tests
Attention for Chapter 8: Tests on mean and variance
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