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Applied Multivariate S...
Wolfgang Karl Härdle
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Applied Multivariate Statistical Analysis

4.29  ·  Rating details ·  7 ratings  ·  1 review
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. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been ...more
Paperback, 580 pages
Published March 5th 2015 by Springer (first published September 1st 2003)
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Mar 27, 2013 rated it really liked it  ·  review of another edition
Shelves: math-textbooks
This book offered plenty of examples and would be a great practical guide for showing how to perform these calculations.

Explanations and proofs were not always thorough or convincing--it's best to approach this text with an idea of what you're looking for rather than as a source to learn it. To that end, I found the chapters whose contents I was familiar with very informative (while condensed), and those I had had little practice with terse (but instructive). Generally having another book on ha
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