Multivariate Statistical Analysis: A Geometric Perspective

Details Multivariate Statistical Analysis: A Geometric Perspective Multivariate Statistical Analysis: A Geometric Perspective

2009-02-03

arxiv.org/abs/0902.0408v1

Mathematics

Statistics Theory

25 pages

Scientific paper

A new, coordinate-free (geometric) approach to multivariate statistical analysis. General multivariate linear models and linear hypotheses are defined in geometric form. A method of constructing statistical criteria is defined for linear hypotheses. As a result, multivariate statistical analysis is developed in full analogy to classical statistical analysis. This approach is based on tensor products and modules over the ring of square matrices, supplied with an inner product.

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