Common Principal Components and Related Multivariate Models Wiley Series in Probability and Mathematical Statistics

Flury, Bernhard:

ISBN 10: 0471634271 / ISBN 13: 9780471634270

Published by John Wiley & Sons Inc, 1988

About this Item

258 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 510.

Seller Inventory # 2244207

Bibliographic Details

• Title: Common Principal Components and Related Multivariate Models Wiley Series in Probability and Mathematical Statistics
• Publisher: John Wiley & Sons Inc
• Publication Date: 1988
• Language: English
• ISBN 10: 0471634271
• ISBN 13: 9780471634270
• Binding: gebundene Ausgabe
• Condition: Gut
• Weight: 510 grams
• Seller catalogs:
  • 200 Mathematik

About this title

Synopsis

Recent developments in the theory of principal component analysis have led to generalizations to cases where data fall in natural groups. This book offers for the first time a comprehensive view of the topics presented--the mathematical theory, applications to real data, and computational techniques. Treats both the classical method and recent generalizations, including the model of proportional covariance matrices, and the common principal component model and its variations. Methods are illustrated by numerical examples based on real data. The book should appeal to both mathematical and applied statisticians, and numerical analysts will appreciate the material on simultaneous diagonalization of symmetric matrices.