Customer Reviews

Aspects of Multivariate Statistical Theory (Wiley Series in Probability and Statistics)

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Robb Muirhead takes a strong theoretical approach to multivariate analysis much like Anderson. But although his emphasis is on distribution theory he does not restrct himslef to the multivariate normal distribution. The text is one of the best in terms of exposition and is now considered a classic. Being over 20 years old it is missing some of the latest developments.

Multivariate statistics is probably one of the most applied, and at the same time, most theoretical aspect of Statistics. While there are various other books on this subject, this book gives, probably, one of the best, and most elegant account on the theory, particularly multivariate distribution theory, which is commonly encountered in applications. This book gives a definitive account of the techniques used to derive multivariate distributions, starting from R.A. Fisher, P L Hsu's work Pao-Lu Hsu: Collected Papers, to modern developments of A T James, and others. This book is a must-read for anyone who ventures into research in multivariate statistics. Thus, I'm glad to see a reprint paperback issue of the 1982 classic, and I wish someone will write an update in the future at the same theoretical depth and but maybe with more breadth.