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ビジネスデータ分析の理論的基礎(Ⅰ)ー遡及Cholesky分析とタ編量分布

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Theoretical Foundation of Business Data Analysis (I)

-Retrospective Cholesky Decomposition and Multivariate

Distribution-MATSUNAWA Tadashi

A

A=T'T T

T

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p

i

A

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A T

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cf cf

upper triangular matrix

A A

p- X

p n

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|A| A A p p p ( p + 1 )

/2-A p p

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T

T

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C

W A

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T2

An Introduction to Multivariate Statistical Analysis

An Introduction to Multivariate Statistical Analysis

An Introduction to Multivariate Statistical Analysis

Applied Discriminant Analysis

Aspects of Multivariate Statistical Analysis

Methods of Multivariate Analysis

Mathematical Statistics

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