Robust Multivariate Analysis

by David Olive
        Preprint M-02-006
        Copyright May 2012, February 2013

1st draft of course notes for Robust Multivariate Analysis. This manuscript is unfinished. Revisions are ongoing. The .PDF version below is as of February 2013.

If you wish to contact the author, click here.

The complete text is in the file multnotes.pdf. The MDATA files are for ARC.

.PDF Version R/Splus Programs R/Splus Data R Code and SAS Programs
multerrata.pdf mpack.txt mrobdata.txt mrsashw.txt
Table of Contents
Misc MDATA Files
Preface i-xii   cont bodfat.lsp
Chapter 1-Introduction 1-10   ch1 boston2.lsp
Chapter 2-Multivariate Distributions 11-31   ch2 buxton.lsp, cbrain.lsp
Chapter 3-Elliptically Contoured Distributions 32-71   ch3 cyp.lsp
Chapter 4-MLD Estimators 72-116   ch4 gladstone.lsp
Chapter 5-DD Plots and Prediction Regions 117-137   ch5 hbk.lsp
Chapter 6-Principal Component Analysis 138-164   ch6 major.lsp
Chapter 7-Canonical Correlation Analysis 165-177   ch7 marry.lsp, mbb1415
Chapter 8-Discriminant Analysis 178-198   ch8 museum.lsp, muss.lsp
Chapter 9-Hotelling's T^2 Test 199-212   ch9 nasty.lsp
Chapter 10-MANOVA 213-245   ch10 pollution.lsp
Chapter 11-Factor Analysis 246-252   ch11 pov.lsp, povc.lsp
Chapter 12-Multivariate Regression 253-306   ch12 sinc.lsp
Chapter 13-Clustering 307-308   ch13 skeleton.lsp
Chapter 14-Other Techniques 309-337   ch14 stackloss.lsp
Chapter 15-Stuff for Students 338-357   ch15 wbb1415 , wood.lsp
Bibliography 358-380   bib  



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