Applied Multivariate Statistical Analysis

@inproceedings{Hrdle2003AppliedMS,
  title={Applied Multivariate Statistical Analysis},
  author={Wolfgang Karl H{\"a}rdle and L{\'e}opold Simar},
  year={2003}
}
I Descriptive Techniques: Comparison of Batches.- II Multivariate Random Variables: A Short Excursion into Matrix Algebra.- Moving to Higher Dimensions.- Multivariate Distributions.- Theory of the Multinormal.- Theory of Estimation.- Hypothesis Testing.- III Multivariate Techniques: Regression Models.- Variable Selection.- Decomposition of Data Matrices by Factors.- Principal Components Analysis.- Factor Analysis.- Cluster Analysis.- Discriminant Analysis.- Correspondence Analysis.- Canonical… 
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Applied Quantitative Finance
Value at Risk.- Modeling Dependencies with Copulae.- Quantification of Spread Risk by Means of Historical Simulation.- A Copula-Based Model of the Term Structure of CDO Tranches.- VaR in High
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