Multivariate Statistical Analysis : A High-Dimensional Approach, Hardcover by Serdobolskii, V., ISBN 0792366433, ISBN-13 9780792366430, Brand New, Free shipping in the US

Serdobolskii (Moscow Institute of Mathematics) presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate analysis, multi-parametric estimation, discriminant and regression analysis. In contrast to the traditional consistent Fisher method, the essentially multivariate technique is based on the Wald decision function approach. Developing this new method for high dimensions, comparable in magnitude with sample size, provides stable approximately unimprovable procedures in some wide classes, depending on an arbitrary function. For high- dimensional problems, under some weak restrictions on the variable dependence, the standard quality functions of regularized multivariate procedures prove to be independent of distributions. This opens the possibility to construct unimprovable procedures free from distributions. Annotation c. Book News, Inc., Portland, OR ()