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Book Chapter

Multivariate Distributions

  • Härdle W
  • Simar L
Springer Berlin Heidelberg, (2015), 117-181
DOI: 10.1007/978-3-662-45171-7_4
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Abstract

The preceding chapter showed that by using the two first moments of a multivariate distribution (the mean and the covariance matrix), a lot of information on the relationship between the variables can be made available. Only basic statistical theory was used to derive tests of independence or of linear relationships. In this chapter we give an introduction to the basic probability tools useful in statistical multivariate analysis.

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APA

Härdle, W. K., & Simar, L. (2015). Multivariate Distributions. In Applied Multivariate Statistical Analysis (pp. 117–181). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-662-45171-7_4

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