The book presents important tools and techniques for treating problems
in m- ern multivariate statistics in a systematic way. The ambition is
to indicate new directions as well as to present the classical part of
multivariate statistical analysis in this framework. The book has been
written for graduate students and statis- cians who are not afraid of
matrix formalism. The goal is to provide them with a powerful toolkit
for their research and to give necessary background and deeper knowledge
for further studies in di?erent areas of multivariate statistics. It can
also be useful for researchers in applied mathematics and for people
working on data analysis and data mining who can ?nd useful methods and
ideas for solving their problems.
Ithasbeendesignedasatextbookforatwosemestergraduatecourseonmultiva- ate
statistics. Such a course has been held at the Swedish Agricultural
University in 2001/02. On the other hand, it can be used as material for
series of shorter courses. In fact, Chapters 1 and 2 have been used for
a graduate course "Matrices in Statistics" at University of Tartu for
the last few years, and Chapters 2 and 3 formed the material for the
graduate course "Multivariate Asymptotic Statistics" in spring 2002. An
advanced course "Multivariate Linear Models" may be based on Chapter 4.
A lot of literature is available on multivariate statistical analysis
written for di?- ent purposes and for people with di?erent interests,
background and knowledge.
