Paul E. Green
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Mathematical Tools for Applied Multivariate Analysis (eBook, PDF)

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Mathematical Tools for Applied Multivariate Analysis provides information pertinent to the aspects of transformational geometry, matrix algebra, and the calculus that are most relevant for the study of multivariate analysis. This book discusses the mathematical foundations of applied multivariate analysis.Organized into six chapters, this book begins with an overview of the three problems in multiple regression, principal components analysis, and multiple discriminant analysis. This text then presents a standard treatment of the mechanics of matrix algebra, including definitions and operations...

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