Theory of multivariate statistics - Bilodeau, Martin, 1961-; Brenner, David, 1946- (New York : Springer, 1999)
1. Linear algebra -- 2. Random vectors -- 3. Gamma, Dirichlet, and F distributions -- 4. Invariance -- 5. Multivariate normal -- 6. Multivariate sampling -- 7. Wishart distributions -- 8. Tests on mean and variance -- 9. Multivariate regression -- 10. Principal components -- 11. Canonical correlations -- 12. Asymptotic expansions -- 13. Robustness -- 14. Bootstrap confidence regions and tests -- A. Inversion formulas -- B. Multivariate cumulants -- C. S-plus functions.
Includes bibliographical references (p. [263]-276) and indexes.
Keywords: Multivariate analysis