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Rencher A.C. Methods of multivariate analysis
N.-Y., John Wiley & Sons, Inc., 2002. - 732p.
Учебник по многомерному статистическому анализу, охватывающий достаточно стандартный набор тем: матричная алгебра, понятие о многомерных данных и простейшие методы их анализа, многомерное нормальное распределение, сравнение средних для векторов, многомерный дисперсионный анализ, сравнение ковариационных матриц, дискриминантный анализ, классификация, многомерная регрессия, каноническая корреляция, метод главных компонент, факторный анализ, кластерный анализ, графические методы.
Для студентов и преподавателей курса матстатистики (скорее для нематематических специальностей) и специалистов, использующих статистические методы.
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