an introduction to multivariate statistical analysis - 2. ed. - new york, chichester, brisbane: john wiley and sons, 1984 - xvii, 675 pp. - wiley series in probability and mathematical statistics. probability and mathematical statistics barnett, vic (ed.) bradley, ralph a. (ed.) hunter, j. stuart (ed.) et al. .

from the table of contents: preface; introduction; the multivariate normal distribution; estimation of the mean vector and the covariance matrix; the distributions and uses of sample correlation coefficients; the generalized t2-statistic; classification of observations; the distribution of the sample covariance matrix and the sample generalized variance; testing the general linear hypothesis, multivariate analysis of variance; testing independence of sets of variates; testing hypotheses of equality of covariance matrices and equality of mean vectors and covariance matrices; principal components; canonical correlations and canonical variables; the distributions of characteristic roots and vectors; factor analysis; appendices;

0-471-88987-3

Multivariate analysis

519 probabilities & applied mathematics