Springer Texts in StatisticsAdvisors:George Casella Stephen Fienberg Ingram OlkinNew YorkBerlinHeidelbergBarcelonaHongKongLondonMilanParisSingaporeTokyo
SpringerTexts in StatisticsAlfred:Elements of Statistics for the Life and Social SciencesBerger:An Introduction toProbability and Stochastic ProcessesBilodeauand Brenner:Theory of Multivariate StatisticsBlom:Probability and Statistics:Theory andApplicationsBrockwell and Davis: An Introduction to Times Series and ForecastingChow and Teicher:Probability Theory:Independence,Interchangeability,Martingales,ThirdEditionChristensen:Plane Answers to Complex Questions: The Theory of LinearModels,SecondEditionChristensen: Linear Models for Multivariate, Time Series, and Spatial DataChristensen:Log-Linear Models and Logistic Regression, Second EditionCreighton: A First Course in Probability Models and Statistical InferenceDeanandVoss:Design andAnalysis ofExperimentsdu Toit, Steyn,and Stumpf: Graphical ExploratoryData AnalysisDurrett:Essentials of StochasticProcessesEdwards:IntroductiontoGraphical ModellingFinkelstein and Levin: Statistics for LawyersFlury:AFirst Course inMultivariate StatisticsJobson:Applied Multivariate Data Analysis,Volume I:Regression andExperimentalDesignJobson: Applied Multivariate Data Analysis,Volume II: Categorical andMultivariate MethodsKalbfleisch:Probability and Statistical Inference,Volume I:ProbabilitySecondEditionKalbfleisch:Probability and Statistical Inference,Volume I:StatisticalInference,SecondEditionKarr:ProbabilityKeyfitz:Applied Mathematical Demography,Second EditionKiefer:Introduction to Statistical InferenceKokoska and Nevison: Statistical Tables and FormulaeKulkarni:Modeling,Analysis,Design,andControlofStochasticSystemsLehmann:Elements of Large-Sample TheoryLehmann:Testing Statistical Hypotheses,Second EditionLehmann and Casella: Theory of Point Estimation, Second EditionLindman:Analysis of Variance in Experimental DesignLindsey:Applying Generalized LinearModelsMadansky:Prescriptions forWorking StatisticiansMcPherson: Statistics in Scientific Investigation: Its Basis, Application, andInterpretationMueller:Basic Principles of Structural Equation ModelingNguyen and Rogers:Fundamentals of Mathematical Statistics: VolumeI:ProbabilityforStatisticsNguyen and Rogers: Fundamentals of Mathematical Statistics: Volume II:Statistical Inference
Martin Bilodeau David BrennerTheory ofMultivariate StatisticsSpringer
David BrennerMartin BilodeauDepartment of StatisticsUniversite de MontrealUniversity of TorontoFaculte des Arts et des ScicncesOntarioM5S3G4Departement de Mathematiques et de StatistiqueCanadaC.P. 6128, Succursale Centre-villebrenner@utstat.toronto.eduMontreal (Quebec) H3C 3J7Canadabilodeau@dms.umontreai.caEditorialBoardIngramOlkinGeorge CasellaStephen FienbergDepartment of StatisticsBiometrics UnitDepartment of StatisticsStanford UniversityCormell UniversityCarnegie Mellon UniversityStanford, CA 94305Pittsburgh,PA 15213-3890Ithaca, NY 14853-7801USAUSAUSAWith9 illustrationsLibrary of Congress Cataloging-in-Publication DataBilodeau,Martin,1961-Theory of multivariate statistics / Martin Bilodeau, DavidBrenner.cm, - (Springer texts in statistics)p.Includes bibliographical references and indexes.ISBN 0-387-98739-8 (hardcover : alk.paper)II.Title1.Multivariate analysis,I.Brenner,David.III. Series.1999QA278.B5599-26378519.5*35dc211999 Springer-Verlag New York, Inc.All rights reserved. This work may not be translated or copied in whole or in part without thewritten permission of the publisher(Springer-Verlag New York,Inc., 175 Fifth Avenue,New York,NY 10010, USA),except for brief excerpts in connection with reviews or scholarly analysis.Usein connection with any form of information storage and retrieval, electronic adaptation, computersoftware, or by similar or dissimilar methodology now known or hereafter developed is forbidden.The use of general descriptive names, trade names, trademarks, etc., in this publication, even if theformer are not especially identified, is not to be taken as a sign that such names, as understood bythe Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone.ISBN0-387-98739-8Springer-VerlagNewYorkBerlinHeidelbergSPIN10709151
A la memoire de mon pere, Arthur, a ma mere, Annette, et a Kahina.M.BilodeauToRebeccaand Deena.D.Brenner
A la m´emoire de mon p`ere, Arthur, `a ma m`ere, Annette, et `a Kahina. M. Bilodeau To Rebecca and Deena. D. Brenner