Institute of Mathematical Statistics Lecture Notes - Monograph Series

Multivariate Statistics : A Vector Space Approach

Morris L. Eaton

Book information

Morris L. Eaton

Publication information
Lecture Notes--Monograph Series, Volume 53
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007
512 pp.

Publication date: 2007
First available online in Project Euclid: 28 November 2007

Permanent link to this book

Zentralblatt MATH:

Mathematical Reviews (MathSciNet):

Primary: 62Hxx
Secondary: 62A05
Multivariate analysis
Vector spaces

Copyright © 2007, Institute of Mathematical Statistics

Morris L. Eaton, Multivariate Statistics: A Vector Space Approach (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007)


The purpose of this book is to present a version of multivariate statistical theory in which vector space and invariance methods replace, to a large extent, more traditional multivariate methods. The book is a text. Over the past ten years, various versions have been used for graduate multivariate courses at the University of Chicago, the University of Copenhagen, and the University of Minnesota. Designed for a one year lecture course or for independent study, the book contains a full complement of problems and problem solutions.