Multivariate Statistics: Old School

Multivariate Statistics: Old School is a mathematical and methodological introduction to multivariate statistical analysis. It presents the basic mathematical grounding that graduate statistics students need for future research, and important multivariate techniques useful to statisticians in general. This text was developed over many years by the author, John Marden, while teaching in the Department of Statistics, University of Illinois at Urbana-Champaign.

Topics include

The pdf version of the book. (Free!)

Buy a hard copy: Only $29.95!

The associated R package: Balamuta & Marden

Some pdfs of slides used in class:

3D Spin

The Data Program has facilities for displaying interactive point clouds, including calculation of some marginal projection pursuit quantities (variance, skewness, kurtosis, negentropy).

The data for Exercises 1.9.23 through 1.9.28 in the book can be found in the "Spin Examples" collection of data sets in the Data Program. More info on using the program.