
for a repository of quantlets. Revised and updated third edition offers a broader range of material Wide scope of methods and applications, making this a comprehensive treatment of the subject A wealth of examples and exercises – ideal for students in economics and finance Quantlets in R and Matlab available online INDICE: I. Descriptive Techniques: Comparison of Batches. II. MultivariateRandom Variables: A Short Excursion into Matrix Algebra. Moving to Higher Dimensions. Multivariate Distributions. Theory of the Multinormal. Theory of Estimation. Hypothesis Testing. III. Multivariate Techniques: Regression Models.Decomposition of Data Matrices by Factors. Principal Components Analysis.- Factor Analysis. Cluster Analysis.- Discriminant Analysis. Correspondence Analysis. Canonical Correlation Analysis. Multidimensional Scaling. Conjoint Measurement Analysis. Applications in Finance. Computationally Intensive Techniques. IV. Appendix. Bibliography. Index
- ISBN: 978-3-642-17228-1
- Editorial: Springer Berlin Heidelberg
- Encuadernacion: Rústica
- Páginas: 468
- Fecha Publicación: 17/07/2011
- Nº Volúmenes: 1
- Idioma: Inglés