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Book Cover
E-book
Author Adachi, Kohei, author.

Title Matrix-based introduction to multivariate data analysis / Kohei Adachi
Edition Second edition
Published Singapore : Springer, [2020]

Copies

Description 1 online resource
Contents Elementary matrix operations -- Intravariable statistics -- Inter-variable statistics -- Regression analysis -- Principal component analysis -- Principal component
Summary This is the first textbook that allows readers who may be unfamiliar with matrices to understand a variety of multivariate analysis procedures in matrix forms. By explaining which models underlie particular procedures and what objective function is optimized to fit the model to the data, it enables readers to rapidly comprehend multivariate data analysis. Arranged so that readers can intuitively grasp the purposes for which multivariate analysis procedures are used, the book also offers clear explanations of those purposes, with numerical examples preceding the mathematical descriptions. Supporting the modern matrix formulations by highlighting singular value decomposition among theorems in matrix algebra, this book is useful for undergraduate students who have already learned introductory statistics, as well as for graduate students and researchers who are not familiar with matrix-intensive formulations of multivariate data analysis. The book begins by explaining fundamental matrix operations and the matrix expressions of elementary statistics. Then, it offers an introduction to popular multivariate procedures, with each chapter featuring increasing advanced levels of matrix algebra. Further the book includes in six chapters on advanced procedures, covering advanced matrix operations and recently proposed multivariate procedures, such as sparse estimation, together with a clear explication of the differences between principal components and factor analyses solutions. In a nutshell, this book allows readers to gain an understanding of the latest developments in multivariate data science
Bibliography Includes bibliographical references and index
Notes Online resource; title from digital title page (viewed on June 26, 2020)
Subject Multivariate analysis.
Statistics.
Multivariate Analysis
statistics.
Estadística matemática
Análisis estadístico multivariable
Mathematical statistics
Statistics
Form Electronic book
ISBN 9811541035
9789811541032