TY - JOUR
AU - Jolliffe, I. T.
AB - 558 Reviews [Part 3, An introduction to relevant matrix theory forms the first chapter followed in the next by a discussion of unitary, Hermitian and normal matrices. Chapter Three introduces positive definite matrices, and Chapter Four gets to the heart ofthe properties of non-negative matrices with the Perron-Frobenius theorem, cyclic, irreducible and reducible matrices. The prominence of M matrices in, for example, economic theory is met by a treatment in Chapter Five. The main interest for the statistician will be in Chapters Six and Seven where Markov chains and stochastic matrices are the applications for this theory. Particularly nice were the genetic and economic models used to exemplify the theory. These could usefully be used when introducing concepts of statistical modelling to students. W. D. Ray Birkbeck College. London 15. Multivariate Data Analysis with Readings, 2nd edn. By 1. F. Hair, Jr, R. E. Anderson and R. L. Tatham. ISBN 0 02 348980 4. Macmillan, New York, 1987. xii + 450 pp. £17.95. This book on multivariate analysis is written for the 'non-specialist in multivariate statistics', although 'even readers with advanced statistical backgrounds find the book useful' according to the preface. After an introductory chapter, the remaining eight chapters 
TI - Multivariate Data Analysis with Readings
JF - Journal of the Royal Statistical Society Series A (Statistics in Society)
DO - 10.2307/2983017
DA - 2018-12-05
UR - https://www.deepdyve.com/lp/oxford-university-press/multivariate-data-analysis-with-readings-KOY00kFcu4
SP - 558
EP - 559
VL - 151
IS - 3
DP - DeepDyve
ER -