Logotipo librería Marcial Pons
Multivariate statistical analysis

Multivariate statistical analysis
a high-dimensional approach

  • ISBN: 9780792366430
  • Editorial: Springer International Publishing AG
  • Lugar de la edición: Malden. Estados Unidos de Norteamérica
  • Colección: Theory and decision library. Series B: Mathematical and statiscal methods
  • Encuadernación: Rústica
  • Medidas: 24 cm
  • Nº Pág.: 244
  • Idiomas: Inglés

Papel: Rústica
53,71 €
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Resumen

Presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate analysis, multi-parametric estimation, and discriminant and regression analysis. In contrast to the traditional consistent Fisher method of statistics, the essentially multivariate technique is based on the decision function approach by A. Wald. Developing this new method for high dimensions, comparable in magnitude with sample size, provides stable approximately unimprovable procedures in some wide classes, depending on an arbitrary function. A fact is established that, for high-dimensional problems, under some weak restrictions on the variable dependence, the standard quality functions of regularized multivariate procedures prove to be independent of distributions. This opens the possibility to construct unimprovable procedures free from distributions.

Resumen

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