Most of the observable phenomena in the empirical sciences are of multivariate nature. This book presents the tools and concepts of multivariate data tahlil with a strong focus on applications.
The text is devided into three parts. The first part is devoted to graphical techniques describing the distributions of the involved variables.
The second part deals with multivariate random variables and presents from a theoretical point of view distributions, estimators and tests for various practical situations.
The last part covers multivariate techniques and introduces the reader into the wide basket of tools for multivariate data tahlil. The text presents a wide range of examples and 228 exercisesn the development of improved risk management trategies