References

General books

Title:
Applied Multivariate Statistical Analysis
Author:
Wolfgang Härdle and Leopold Simar
Description:
Good, concise introduction to various topics. Not mathematically demanding. Has free online version. This book is a good starting point for class presentations.
ISBN search:
978-3-540-72243-4
Title:
A First Course in Multivariate Statistics (Springer Texts in Statistics)
Author:
Bernard Flury
Description:
A very easy book with poor coverage. But if you think that you do not have adequte background to follow the classes, then this might be a good book to look into. Its appendix gives a good introduction to matrix algebra. The first two chapters walk you through the basics of multivariate distributions.
ISBN search:
0-387-98206-x
Title:
Applied Multivariate Statistical Analysis
Author:
Richard A. Johnson, Dean W. Wichern
Description:
This book is more theoretical than the last one.
ISBN search:
Title:
An Introduction to Multivariate Statistical Analysis (Wiley Series in Probability and Statistics)
Author:
T. W. Anderson
Description:
Considered by many to be the bible of multivariate analysis, this rather old book nevertheless is a sad mixture of complicated formulae and poor coverage of modern aspects of the subject. However, still it is a good reference for gory details of proofs. By all means acquaint yourself with this book, but learn not to rely on it too much!
ISBN search:
0-471-36091-0

Collection of papers

Title:
Classification and Multivariate Analysis for Complex Data Structures
Editors:
B. Fichet, D. Piccolo, R. Verde, M. Vichi
Description:
A collection of papers on diverse topics related to multivariate analysis. Hopefully this collection will provide some food for our cerebral jaws!
ISBN search:

R and S-Plus

Title:
An R and S-Plus® Companion to Multivariate Analysis (Springer Texts in Statistics)
Author:
Brian S. Everitt
Description:
Our main reference for all R-related things covered in class.
ISBN search:
1-85-233-882-2

SEM

Title:
Basic Principles of Structural Equation Modeling : An Introduction to Lisrel and Eqs (Springer Texts in Statistics)
Author:
Ralph O. Mueller
Description:
Easy introduction to SEM. Contains many LISREL programs with detailed exlanation.
ISBN search:
0-387-94516-4
Title:
Structural Equation Modeling With Lisrel, Prelis, and Simplis: Basic Concepts, Applications, and Programming (Multivariate Applications Book Series)
Author:
Barbara Byrne
Description:
ISBN search:
0-8058-2924-5

Copula and vine

Title:
An Introduction to Copulas (Springer Series in Statistics)
Author:
Roger B. Nelsen
Description:
ISBN search:
/0-387-28659-4
Title:
Dependence modelling: Vine copula handbook
Author:
D. Kurowicka and H. Joe
Description:
This will be our main reference for vines.
ISBN search:
/0-387-28659-4

Discrete Multivariate Analysis

Title:
Discrete Multivariate Analysis: Theory and Practice
Author:
Yvonne M.M. Bishop, etc.
Description:
This will be our main text for discrete multivariate analysis.
ISBN search:
0-262-02113-7