Multivariate Statistics : Exercises and Solutions

Symbols and Notation . . 1
Some Terminology . . 5

Part I Descriptive Techniques
1 Comparison of Batches . . 15

Part II Multivariate Random Variables
2 A Short Excursion into Matrix Algebra . . 33
3 Moving to Higher Dimensions . . 39
4 Multivariate Distributions . . 55
6 Theory of Estimation . . 99
7 Hypothesis Testing . . 111

Part III Multivariate Techniques
8 Decomposition of Data Matrices by Factors . . 147
9 Principal Component Analysis . . 163
10 Factor Analysis . . 185
11 Cluster Analysis . . 205
12 Discriminant Analysis . . 227
13 Correspondence Analysis . . 241
14 Canonical Correlation Analysis . . 263
15 Multidimensional Scaling . . 271
16 Conjoint Measurement Analysis . . 283
17 Applications in Finance . . 291
18 Highly Interactive, Computationally Intensive Techniques . . 301

A Data Sets . . 325
References . . 361
Index . . 363