Solved – Book recommendations for multivariate analysis

Question

I'm interested in getting some books about multivariate analysis, and need your recommendations. Free books are always welcome, but if you know about some great non-free MVA book, please, state it.

Answer 1

Off the top of my head, I would say that the following general purpose books are rather interesting as a first start:

• Izenman, J. Modern Multivariate Statistical Techniques: Regression, Classification, and Manifold Learning. Springer. companion website
• Tinsley, H. and Brown, S. (2000). Handbook of Applied Multivariate Statistics and Mathematical Modeling. Academic Press.

There is also many applied textbook, like

• Everitt, B.S. (2005). An R and S-Plus® Companion to Multivariate Analysis. Springer. companion website

It is difficult to suggest you specific books as there are many ones that are domain-specific (e.g. social sciences, machine learning, categorical data, biomedical data).