Applied Multivariate Statistical Analysis by Wolfgang Karl Härdle | (PDF) Free Download

Description

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields. All of the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de.The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐GOOD POINTS: the book contains a general overview of key multivariate statistical methods, examples are also very appreciated.POSSIBLE IMPROVEMENTS: notation for vectors and scalars non always consistent sometime it confuses me; position of chapter 10 should come right after chapter 4; chapter 11 and 12 need better work to define objects (example explain Gamma is the eingenvector matrix before using it in Theorem 11.4); chapter 12 is witten in poor way and it made me stop reading the book; treatment of theory is really minimal but sufficient; it is evident some parts of this book have been reviewed (this is ed.4) while some other parts belong to previous editions and are not fully consistent.Books is for specialists, anyway it deserves 4 stars.The book is quite simple and has applied techniques in real life cases, I really like it; besides, the book has excellent graphics and explain the results of every methodology it presents.

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