Multivariant book "wanted"

cheater · January 28th, 2003, 2:23 pm

Hi GuysPlaning and needed to study and implement multivariant statistical analysis (principal component, discriminant etc), but don't know which book is said to be the most detailed, practice orientated, maybe CD enclosed oneAny hint appreciated from the well informed part of the world

Collector · January 29th, 2003, 2:25 am

may be a good reference for you: Kotz, Balakrishnan, Johnason 2000 "Continuous Multivariate Distributions" Second Edition, Wiley This book also has a lot of good references

cmerrill · January 29th, 2003, 4:47 am

Cheater, I strongly recommend Carol Alexander's: Market Models: A Guide to Financial Data Analysis if it's a financial application.For a more general text try: Applied Multivariate Statistical Analysis

WilmottBookshop · January 29th, 2003, 11:41 am

cmerrillJust for info, the two books you mention are available in the Wilmott Bookshop:Applied MultivariateMarket ModelsNick

quantie · January 30th, 2003, 3:37 pm

You probably would also want to have Venables and Ripley as a reference ?

markfd · February 6th, 2003, 10:05 am

I recommend W Krzanowski's Principles of Multivariate Analysis OUP Second Edition as a practially focussed book that also covers the technicalities if you want them.

rsneevas · February 21st, 2003, 1:46 pm

Carol's Market Model book is excellent resource. You have to read many a times to get more out of the book. It is one of the finest practical risk management book. I am her student last year. But I am able to understand the worth of the book when I practice multivariate analysis in my current job. Salute to her.