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Applied Multivariate Analysis: Using Bayesian and Frequentist Methods of Inference by S James Press (Paperback, 2005)

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Preface Notation I. Introduction 1. Foundations 2. Matrix Theory Useful in Multivariate Analysis 3. Continuous Multivariate Distributions, The Normal Distribution, Bayesian Inference 4. Multivariate Large Sample Distributions and Approximations 5.