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1.

図書
図書
1. An introduction to multivariate statistical analysis
T.W. Anderson
出版情報: New York : John Wiley & Sons, c1958  xii, 374 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
Wiley publications in statistics
A Wiley publication in mathematical statistics
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2.

図書
図書
2. An introduction to the statistical analysis of data
T. W. Anderson, Stanley L. Sclove
出版情報: Boston : Houghton Mifflin, c1978  xvi, 704 p. ; 24 cm
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3.

図書
図書
3. The collected papers of T.W. Anderson, 1943-1985 (: set ; v. 1 ; v. 2)
edited by George P.H. Styan
出版情報: New York : Wiley, c1990  2 v. (xliii, 1681 p.) ; 26 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
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目次情報: 続きを見る
Partial table of contents
Some Significance Tests for Normal Bivariate Distributions / D. Villars ; T. Anderson
On the Theory of Testing Serial Correlation
Classification by Multivariate Analysis
A Test of Goodness of Fit
Some Recent Results in Latent Structure Analysis
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
Least Squares and Best Unbiased Estimates
A Test for Equality of Means When Covariance Matrices Are Unequal
On Bayes Procedures for a Problem with Choice of Observations
Large Sample Distribution Theory for Estimates of the Parameters of a Latent Class Model
Tests for Randomness of Directions Against Equatorial and Bimodal Alternatives
An Extremal Problem for Positive Definite Matrices
Maximum Likelihood Estimation in Autoregressive and Moving Average Models
A New Proof of Admissibility of Tests in the Multivariate Analysis of Variance
Maximum Likelihood Estimation of the Parameters of a Multivariate Normal Distribution
Commentaries
Index
Partial table of contents
Some Significance Tests for Normal Bivariate Distributions / D. Villars ; T. Anderson
On the Theory of Testing Serial Correlation
4.

図書
図書
4. An introduction to multivariate statistical analysis
T. W. Anderson
出版情報: New York : Wiley, 1966  xii, 374 p. ; 23 cm
シリーズ名: A Wiley publication in mathematical statistics
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5.

図書
図書
5. Selected papers in statistics and probability
by Abraham Wald ; edited for the Institute of Mathematical Statistics [by] T.W. Anderson, committee chairman ... [et al.]
出版情報: New York : McGraw-Hill, 1955  ix, 702 p. ; 27 cm
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6.

図書
図書
6. An introduction to multivariate statistical analysis. 3rd ed (: cloth)
T.W. Anderson
出版情報: Hoboken, N.J. : Wiley-Interscience, c2003  xx, 721 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics
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目次情報: 続きを見る
Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
Introduction / 1：
Multivariate Statistical Analysis / 1.1.：
The Multivariate Normal Distribution / 1.2.：
Notions of Multivariate Distributions / 2：
The Distribution of Linear Combinations of Normally Distributed Variates; Independence of Variates; Marginal Distributions / 2.3.：
Conditional Distributions and Multiple Correlation Coefficient / 2.5.：
The Characteristic Function; Moments / 2.6.：
Elliptically Contoured Distributions / 2.7.：
Problems
Estimation of the Mean Vector and the Covariance Matrix / 3：
The Maximum Likelihood Estimators of the Mean Vector and the Covariance Matrix / 3.1.：
The Distribution of the Sample Mean Vector; Inference Concerning the Mean When the Covariance Matrix Is Known / 3.3.：
Theoretical Properties of Estimators of the Mean Vector / 3.4.：
Improved Estimation of the Mean / 3.5.：
The Distributions and Uses of Sample Correlation Coefficients / 3.6.：
Correlation Coefficient of a Bivariate Sample / 4.1.：
Partial Correlation Coefficients; Conditional Distributions / 4.3.：
The Multiple Correlation Coefficient / 4.4.：
The Generalized T[superscript 2]-Statistic / 4.5.：
Derivation of the Generalized T[superscript 2]-Statistic and Its Distribution / 5.1.：
Uses of the T[superscript 2]-Statistic / 5.3.：
The Distribution of T[superscript 2] under Alternative Hypotheses; The Power Function / 5.4.：
The Two-Sample Problem with Unequal Covariance Matrices / 5.5.：
Some Optimal Properties of the T[superscript 2]-Test / 5.6.：
Classification of Observations / 5.7.：
The Problem of Classification / 6.1.：
Standards of Good Classification / 6.2.：
Procedures of Classification into One of Two Populations with Known Probability Distributions / 6.3.：
Classification into One of Two Known Multivariate Normal Populations / 6.4.：
Classification into One of Two Multivariate Normal Populations When the Parameters Are Estimated / 6.5.：
Probabilities of Misclassification / 6.6.：
Classification into One of Several Populations / 6.7.：
Classification into One of Several Multivariate Normal Populations / 6.8.：
An Example of Classification into One of Several Multivariate Normal Populations / 6.9.：
Classification into One of Two Known Multivariate Normal Populations with Unequal Covariance Matrices / 6.10.：
The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance / 7：
The Wishart Distribution / 7.1.：
Some Properties of the Wishart Distribution / 7.3.：
Cochran's Theorem / 7.4.：
The Generalized Variance / 7.5.：
Distribution of the Set of Correlation Coefficients When the Population Covariance Matrix Is Diagonal / 7.6.：
The Inverted Wishart Distribution and Bayes Estimation of the Covariance Matrix / 7.7.：
Improved Estimation of the Covariance Matrix / 7.8.：
Testing the General Linear Hypothesis; Multivariate Analysis of Variance / 7.9.：
Estimators of Parameters in Multivariate Linear Regression / 8.1.：
Likelihood Ratio Criteria for Testing Linear Hypotheses about Regression Coefficients / 8.3.：
The Distribution of the Likelihood Ratio Criterion When the Hypothesis Is True / 8.4.：
An Asymptotic Expansion of the Distribution of the Likelihood Ratio Criterion / 8.5.：
Other Criteria for Testing the Linear Hypothesis / 8.6.：
Tests of Hypotheses about Matrices of Regression Coefficients and Confidence Regions / 8.7.：
Testing Equality of Means of Several Normal Distributions with Common Covariance Matrix / 8.8.：
Multivariate Analysis of Variance / 8.9.：
Some Optimal Properties of Tests / 8.10.：
Testing Independence of Sets of Variates / 8.11.：
The Likelihood Ratio Criterion for Testing Independence of Sets of Variates / 9.1.：
The Distribution of the Likelihood Ratio Criterion When the Null Hypothesis Is True / 9.3.：
Other Criteria / 9.4.：
Step-Down Procedures / 9.6.：
An Example / 9.7.：
The Case of Two Sets of Variates / 9.8.：
Admissibility of the Likelihood Ratio Test / 9.9.：
Monotonicity of Power Functions of Tests of Independence of Sets / 9.10.：
Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices / 9.11.：
Criteria for Testing Equality of Several Covariance Matrices / 10.1.：
Criteria for Testing That Several Normal Distributions Are Identical / 10.3.：
Distributions of the Criteria / 10.4.：
Asymptotic Expansions of the Distributions of the Criteria / 10.5.：
The Case of Two Populations / 10.6.：
Testing the Hypothesis That a Covariance Matrix Is Proportional to a Given Matrrix; The Sphericity Test / 10.7.：
Testing the Hypothesis That a Covariance Matrix Is Equal to a Given Matrix / 10.8.：
Testing the Hypothesis That a Mean Vector and a Covariance Matrix Are Equal to a Given Vector and Matrix / 10.9.：
Admissibility of Tests / 10.10.：
Principal Components / 10.11.：
Definition of Principal Components in the Population / 11.1.：
Maximum Likelihood Estimators of the Principal Components and Their Variances / 11.3.：
Computation of the Maximum Likelihood Estimates of the Principal Components / 11.4.：
Statistical Inference / 11.5.：
Testing Hypotheses about the Characteristic Roots of a Covariance Matrix / 11.7.：
Canonical Correlations and Canonical Variables / 11.8.：
Canonical Correlations and Variates in the Population / 12.1.：
Estimation of Canonical Correlations and Variates / 12.3.：
Linearly Related Expected Values / 12.4.：
Reduced Rank Regression / 12.7.：
Simultaneous Equations Models / 12.8.：
The Distributions of Characteristic Roots and Vectors / 13：
The Case of Two Wishart Matrices / 13.1.：
The Case of One Nonsingular Wishart Matrix / 13.3.：
Canonical Correlations / 13.4.：
Asymptotic Distributions in the Case of One Wishart Matrix / 13.5.：
Asymptotic Distributions in the Case of Two Wishart Matrices / 13.6.：
Asymptotic Distribution in a Regression Model / 13.7.：
Factor Analysis / 13.8.：
The Model / 14.1.：
Maximum Likelihood Estimators for Random Orthogonal Factors / 14.3.：
Estimation for Fixed Factors / 14.4.：
Factor Interpretation and Transformation / 14.5.：
Estimation for Identification by Specified Zeros / 14.6.：
Estimation of Factor Scores / 14.7.：
Patterns of Dependence; Graphical Models / 15：
Undirected Graphs / 15.1.：
Directed Graphs / 15.3.：
Chain Graphs / 15.4.：
Matrix Theory / 15.5.：
Definition of a Matrix and Operations on Matrices / A.1.：
Characteristic Roots and Vectors / A.2.：
Partitioned Vectors and Matrices / A.3.：
Some Miscellaneous Results / A.4.：
Gram-Schmidt Orthogonalization and the Solution of Linear Equations / A.5.：
Tables / Appendix B：
Wilks' Likelihood Criterion: Factors C(p, m, M) to Adjust to x[superscript 2 subscript p, m], where M = n - p + 1 / B.1.：
Tables of Significance Points for the Lawley-Hotelling Trace Test / B.2.：
Tables of Significance Points for the Bartlett-Nanda-Pillai Trace Test / B.3.：
Tables of Significance Points for the Roy Maximum Root Test / B.4.：
Significance Points for the Modified Likelihood Ratio Test of Equality of Covariance Matrices Based on Equal Sample Sizes / B.5.：
Correction Factors for Significance Points for the Sphericity Test / B.6.：
Significance Points for the Modified Likelihood Ratio Test [Sigma] = [Sigma subscript 0] / B.7.：
References
Index
Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
7.

図書
図書
7. Resilient computing systems (v. 1)
editor, T. Anderson
出版情報: New York : Wiley, c1985-  v, 250 p. ; 24 cm
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8.

図書
図書
8. An introduction to multivariate statistical analysis
T.W. Anderson
出版情報: New York : J. Wiley, c1958  xii, 374 p. ; 24 cm
シリーズ名: A Wiley publication in mathematical statistics
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9.

図書
図書
9. The statistical analysis of time series
T.W. Anderson
出版情報: New York : Wiley, c1971  xiv, 704 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
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