Written for advanced undergraduate and graduate students, this book provides comprehensive coverage of the tools and concepts of multivariate data analysis with a strong focus on applications. The first part is devoted to graphical techniques describing the distribution of the involved variables. Later chapters deal with multivariate random variables and present distributions, estimators, and tests for various practical situations. Topics covered include boxplots, spectral decompositions, covariance, correlation, and spherical and elliptical distributions.
In addition, a supplemental set of MATLAB code files is available for download.