Preface
Part I Descriptive Techniques
1 Comparison of Batches
Part II Multivariate Random Variables
2 A Short Excursion into Matrix Algebra
3 Moving to Higher Dimensions
4 Multivariate Distributions
5 Theory of the Multinormal
6 Theory of Estimation
7 Hypothesis Testing
Part III Multivariate Techniques
8 Decomposition of Data Matrices by Factors
9 Principal Components Analysis
10 Factor Analysis
11 Cluster Analysis
12 Discriminant Analysis
13 Correspondence Analysis
14 Canonical Correlation Analysis
15 Multidimensional Scaling
16 Conjoint Measurement Analysis
17 Applications in Finance
18 Highly Interactive, Computationally Intensive Techniques
Appendix
A Symbols and Notation
B Data
Bibliography
Index