An Introduction to Multivariate Statistical Analysis
本书系统介绍多元正态分布、均值向量与协方差矩阵估计、分类、主成分分析、因子分析等核心方法，适合需要掌握多元统计理论的应用数学与统计学研究者。
Preface to the Third Edition.Preface to the Second Edition.Preface to the First Edition.1. Introduction.2. The Multivariate Normal Distribution.3. Estimation of the Mean Vector and the Covariance Matrix.4. The Distributions and Uses of Sample Correlation Coefficients.5. The Generalized T2-Statistic.6. Classification of Observations.7. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance.8. Testing the General Linear Hypothesis: Multivariate Analysis of Variance9. Testing Independence of Sets of Variates.10. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices.11. Principal Components.12. Cononical Correlations and Cononical Variables.13. The Distributions of Characteristic Roots and Vectors.14. Factor Analysis.15. Pattern of Dependence Graphical Models.Appendix A: Matrix Theory.Appendix B: Tables.References.Index.