Applied Multivariate Statistical Analysis

Härdle, Wolfgang Karl, Simar, Léopold, Fengler, Matthias R.

Applied Multivariate Statistical Analysis
  • 出版商: Springer
  • 出版日期: 2024-11-07
  • 售價: $4,290
  • 貴賓價: 9.5 折 $4,076
  • 語言: 英文
  • 頁數: 570
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3031638328
  • ISBN-13: 9783031638329

    • 尚未上市，無法訂購

商品描述

Now in its sixth edition, this textbook presents the tools and concepts used in multivariate data analysis in a style accessible for non-mathematicians and practitioners. Each chapter features hands-on exercises that showcase applications across various fields of multivariate data analysis. These exercises utilize high-dimensional to ultra-high-dimensional data, reflecting real-world challenges in big data analysis.

For this new edition, the book has been updated and revised and now includes new chapters on modern machine learning techniques for dimension reduction and data visualization, namely locally linear embedding, t-distributed stochastic neighborhood embedding, and uniform manifold approximation and projection, which overcome the shortcomings of traditional visualization and dimension reduction techniques.

Solutions to the book's exercises are supplemented by R and MATLAB or SAS computer code and are available online on the Quantlet and Quantinar platforms. Practical exercises from this book and their solutions can also be found in the accompanying Springer book by W.K. Härdle and Z. Hlávka: Multivariate Statistics - Exercises and Solutions.

商品描述(中文翻譯)

這本教科書已經到了第六版，以易於理解的方式介紹多變量數據分析的工具和概念，適合非數學專業人士和實踐者閱讀。每一章節都包含實際操作的練習，展示多變量數據分析在各個領域的應用。這些練習使用高維度到超高維度的數據，反映了大數據分析中的現實挑戰。

在這個新版中，書籍已經進行了更新和修訂，並新增了關於現代機器學習技術的章節，用於降維和數據可視化，包括局部線性嵌入、t-分佈隨機鄰域嵌入和均勻流形逼近和投影，這些技術克服了傳統可視化和降維技術的缺點。

書中的練習解答附帶有R和MATLAB或SAS的電腦程式碼，並可在Quantlet和Quantinar平台上線上取得。這本書的實際練習和解答也可以在W.K. Härdle和Z. Hlávka合著的Springer書籍《多變量統計學-練習與解答》中找到。

作者簡介

Wolfgang Karl Härdle is the Ladislaus von Bortkiewicz Professor of Statistics at the Humboldt-Universität zu Berlin, Germany. He is also a Professor at the Faculty of Mathematics and Physics at the Charles University in Prague, Czech Republic. He teaches quantitative finance and semi-parametric statistics. His research focuses on modern machine learning, multivariate statistics in finance and computational statistics. He is an elected member of the ISI (International Statistical Institute) and the director of the Institute of Digital Assets, Academy of Economic Sciences, Bucharest, Romania.

Léopold Simar is an Emeritus Professor of Statistics at UCLouvain, Louvain-la-Neuve, Belgium. He has taught mathematical statistics, multivariate analysis, bootstrap methods in statistics and econometrics at several European universities. His research focuses on non-parametric and semi-parametric methods and bootstrap techniques in statistics and econometrics. He is an elected member of the ISI and the past president of the Belgian Statistical Society and is a regular Visiting Professor at the Sapienza University of Rome, Italy and at the Toulouse School of Economics, France.

Matthias R. Fengler is a Professor of Econometrics at the School of Economics and Political Science at the University of St. Gallen, Switzerland. His area of specialization is Financial Econometrics and he works in asset pricing, volatility modeling, risk-management, and the analysis of financial text data. In collaboration with colleagues from both academia and industry, he initiated the University of St. Gallen's Impact Award-winning project Monitoring Consumption Switzerland, which analyzes and explores private debit and credit card expenditures and payment behavior in Switzerland.

作者簡介(中文翻譯)

Wolfgang Karl Härdle是德國柏林洪堡大學的Ladislaus von Bortkiewicz統計學教授，也是捷克布拉格查理大學數學與物理學院的教授。他教授量化金融和半參數統計學。他的研究重點是現代機器學習、金融中的多變量統計和計算統計。他是國際統計學會（ISI）的選舉會員，也是布加勒斯特經濟科學院數字資產研究所的所長。

Léopold Simar是比利時魯汶大學洛汶-拉-納夫分校的統計學名譽教授。他在多個歐洲大學教授數學統計、多變量分析、統計學和計量經濟學中的自助法。他的研究重點是非參數和半參數方法以及統計學和計量經濟學中的自助法技術。他是ISI的選舉會員，比利時統計學會的前任主席，並定期擔任羅馬大學Sapienza和法國圖盧茲經濟學院的客座教授。

Matthias R. Fengler是瑞士聖加倫大學經濟與政治科學學院的計量經濟學教授。他的專業領域是金融計量經濟學，他在資產定價、波動性建模、風險管理和金融文本數據分析方面進行研究。他與學術界和工業界的同事合作，發起了聖加倫大學的Impact Award獲獎項目Monitoring Consumption Switzerland，該項目分析和探索瑞士的私人借記卡和信用卡支出和支付行為。

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