Applied Multivariate Statistical Analysis
暫譯: 應用多變量統計分析

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

Applied Multivariate Statistical Analysis
  • 出版商: Springer
  • 出版日期: 2024-09-29
  • 售價: $4,840
  • 貴賓價: 9.5 折 $4,598
  • 語言: 英文
  • 頁數: 570
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3031638328
  • ISBN-13: 9783031638329

    • 海外代購書籍(需單獨結帳)

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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)

現在已經是第六版，本教科書以易於非數學家和實務工作者理解的風格，介紹了多變量數據分析中使用的工具和概念。每一章都包含實作練習，展示多變量數據分析在各個領域的應用。這些練習利用高維到超高維數據，反映了大數據分析中的現實挑戰。

在這一新版中，書籍已進行更新和修訂，現在新增了關於現代機器學習技術的章節，涵蓋了降維和數據可視化的技術，即局部線性嵌入（locally linear embedding）、t-分佈隨機鄰域嵌入（t-distributed stochastic neighborhood embedding）以及均勻流形近似與投影（uniform manifold approximation and projection），這些技術克服了傳統可視化和降維技術的缺點。

本書的練習題解答附有 R 和 MATLAB 或 SAS 的程式碼，並可在 Quantlet 和 Quantinar 平台上線上獲得。本書的實作練習及其解答也可以在 W.K. Härdle 和 Z. Hlávka 合著的隨書附贈的 Springer 書籍《多變量統計 - 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)

沃爾夫岡·卡爾·哈德爾是德國柏林洪堡大學的拉迪斯勞斯·馮·博特基維奇統計學教授。他同時也是捷克共和國布拉格查理大學數學與物理學院的教授，教授定量金融和半參數統計學。他的研究專注於現代機器學習、金融中的多變量統計和計算統計學。他是國際統計學會（ISI）的當選成員，也是羅馬尼亞布加勒斯特經濟科學院數位資產研究所的所長。

利奧波德·西馬爾是比利時魯汶大學的名譽統計學教授。他曾在多所歐洲大學教授數學統計學、多變量分析、統計學和計量經濟學中的自助法。他的研究專注於非參數和半參數方法以及統計學和計量經濟學中的自助技術。他是國際統計學會的當選成員，曾任比利時統計學會會長，並且是意大利羅馬薩賓納大學和法國圖盧茲經濟學院的定期訪問教授。

馬提亞斯·R·芬格勒是瑞士聖加倫大學經濟學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，研究資產定價、波動性建模、風險管理以及金融文本數據分析。他與學術界和業界的同事合作，啟動了聖加倫大學的影響獎獲獎項目「瑞士消費監測」，該項目分析和探索瑞士的私人借記卡和信用卡支出及支付行為。

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