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Multivariate Statistics

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Multivariate Statistics

High-Dimensional and Large-Sample Approximations

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Multivariate Statistics by Yasunori Fujikoshi
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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.

Author Biography

Yasunori Fujikoshi, DSc, is Professor Emeritus at Hiroshima University (Japan) and Visiting Professor in the Department of Mathematics at Chuo University (Japan). He has authored over 150 journal articles in the area of multivariate analysis. Vladimir V. Ulyanov, DSc, is Professor in the Department of Mathematical Statistics at Moscow State University (Russia) and is the author of nearly fifty journal articles in his areas of research interest, which include weak limit theorems, probability measures on topological spaces, and Gaussian processes. Ryoichi Shimizu, DSc, is Professor Emeritus at the Institute of Statistical Mathematics (Japan) and is the author of numerous journal articles on probability distributions.
Release date Australia
January 6th, 2010
Country of Publication
United States
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