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Applied Multivariate Statistical Analysis

Applied Multivariate Statistical Analysis by Wolfgang Karl Härdle
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Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. All chapters include practical exercises that highlight applications in different multivariate data analysis fields. All of the examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis.

The fourth edition of this book on Applied Multivariate Statistical Analysis offers the following new features:

  • A new chapter on Variable Selection (Lasso, SCAD and Elastic Net)
  • All exercises are supplemented by R and MATLAB code that can be found on

The practical exercises include solutions that can be found in Härdle, W. and Hlavka, Z., Multivariate Statistics: Exercises and Solutions. Springer Verlag, Heidelberg.

Springer Berlin Heidelberg; February 2015
581 pages; ISBN 9783662451717
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Title: Applied Multivariate Statistical Analysis
Author: Wolfgang Karl Härdle; Léopold Simar
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