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arXiv · 0902.0408

Multivariate Statistical Analysis: A Geometric Perspective

Yuri N. Tyurin
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Abstract

A new, coordinate-free (geometric) approach to multivariate statistical analysis. General multivariate linear models and linear hypotheses are defined in geometric form. A method of constructing statistical criteria is defined for linear hypotheses. As a result, multivariate statistical analysis is developed in full analogy to classical statistical analysis. This approach is based on tensor products and modules over the ring of square matrices, supplied with an inner product.

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Yuri N. Tyurin. 2009-02-03. Multivariate Statistical Analysis: A Geometric Perspective. https://arxiv.org/abs/0902.0408

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