Wiley Series in Probability and Statistics
1 primary work
Book 760
Multivariate Statistics
by Yasunori Fujikoshi, Vladimir V. Ulyanov, and Ryoichi Shimizu
Published 9 February 2010
Written by well-known, award-winning authors, this is the first book to focus on high-dimensional data analysis while presenting real-world applications and research material. Emphasizing that high-dimensional asymptotic distribution can be used for a large range of samples and dimensions to achieve high levels of accuracy, this timely text provides approximation formulas, actual applications, thorough analysis of the real data, and solutions to each problem that are useful to both practical and theoretical statisticians as well as graduate students.