With a wealth of examples and exercises, this is a brand new edition of a classic work on multivariate data analysis. A key advantage of the work is its accessibility. This is because, in its focus on applications, the book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. In this second edition a wider scope of methods and applications of multivariate statistical analysis is introduced. All quantlets have been translated into the R and Matlab language and are made available online.

Applied Multivariate Statistical Analysis

Business & Money

Wolfgang Karl Härdle

Leopold Simar

Economics

Springer

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:
<ul>
<li>A new chapter on Variable Selection (Lasso, SCAD and Elastic Net) 
</li>
<li>All exercises are supplemented by R and MATLAB code that can be found on www.quantlet.de. 
</li>
</ul>
The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

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Books by Leopold Simar

See the best price to sell, buy, or rent books by Leopold Simar. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Applied Multivariate Statistical Analysis

Applied Multivariate Statistical Analysis