Applied Multivariate Statistical Analysis

This textbook, authored by Wolfgang Karl Härdle and Leopold Simar, is a comprehensive guide to multivariate data analysis, focusing on high-dimensional applications. The 4th edition includes new features such as a chapter on Variable Selection (Lasso, SCAD, and Elastic Net) and practical exercises with R and MATLAB code. It covers topics like multivariate distributions, regression models, factor analysis, and applications in finance. The book is in 'Like New' condition, with no visible wear and includes all pages. It is a trade paperback published by Springer in 2015, with 580 pages. ISBN: 9783662451700.