Multivariate Statistical Simulation Mark E. Johnson For the researcher in statistics, probability, and operations research involved in the design and execution of a computer–aided simulation study utilizing continuous multivariate distributions, this book considers the properties of such distributions from a unique perspective. With enhancing graphics (three–dimensional and contour plots), it presents generation algorithms revealing features of the distribution undisclosed in preliminary algebraic manipulations. Well–known multivariate distributions covered include normal mixtures, elliptically assymmetric, Johnson translation, Khintine, and Burr–Pareto–logistic. 1987 (0 471–82290–6) 230 pp. Aspects of Multivariate Statistical Theory Robb J. Muirhead A classical mathematical treatment of the techniques, distributions, and inferences based on the multivariate normal distributions. The main focus is on distribution theory both exact and asymptotic. Introduces three main areas of current activity overlooked or inadequately covered in existing texts: noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the uses of spherical and elliptical distributions in multivariate analysis. 1982 (0 471–09442–0) 673 pp. Multivariate Observations G. A. F. Seber This up–to–date, comprehensive sourcebook treats data–oriented techniques and classical methods. It concerns the external analysis of differences among objects, and the internal analysis of how the variables measured relate to one another within objects. The scope ranges from the practical problems of graphically representing high dimensional data to the theoretical problems relating to matrices of random variables. 1984 (0 471–88104–X) 686 pp.
" suitable for a graduate–level course on multivariate analysis an important reference on the bookshelves of many scientific researchers and most practicing statisticians." (
Journal of the American Statistical Association, September 2004)
really well written. The edition will be certainly welcomed (Zentralblatt Math, Vo.1039, No.08, 2004)
" a wonderful textbook that covers the mathematical theory of multivariate statistical analysis " (Clinical Chemistry, Vol. 50, No. 2, May 2004)
"...remains an authoritative work that can still be highly recommended..." (Short Book Reviews, 2004)
"...still a very serious and comprehensive book on the statistical theory of multivariate analysis." (Technometrics, Vol. 46, No. 1, February 2004)
...remains a mathematically rigorous development of statistical methods for observations consisting of several measurements or characteristics of each subject and a study of their properties. (Quarterly of Applied Mathematics, Vol. LXI, No. 4, December 2003)