This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit...

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of...

The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, making them accessible to students and researchers alike. Emphasizing the use of statistical...

The main goal of the new field of data mining is the analysis of large and complex datasets. Some very important datasets may be derived from business and industrial activities. This kind of data is known as enterprise data . The common characteristic of such datasets is that the analyst wishes to analyze them for the purpose of designing a...

  This market leader offers a readable introduction to the statistical analysis of multivariate observations. Gives readers the knowledge necessary to make proper interpretations and select appropriate techniques for analyzing multivariate data. Starts...