Multivariate Distributions

Wolfgang Karl Härdle () and Leopold Simar
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Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Chair of Statistics

Chapter Chapter 4 in Applied Multivariate Statistical Analysis, 2019, pp 107-166 from Springer

Abstract: Abstract The preceding chapter showed that by using the two first moments of a multivariate distribution (the mean and the covariance matrix), a lot of information on the relationship between the variables can be made available. Only basic statistical theory was used to derive tests of independence or of linear relationships. In this chapter, we give an introduction to the basic probability tools useful in statistical multivariate analysis.

Date: 2019
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Chapter: Multivariate Distributions (2024)
Chapter: Multivariate Distributions (2015)
Chapter: Multivariate Distributions (2003)
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DOI: 10.1007/978-3-030-26006-4_4

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