

Measure Theory

excellent coverage of special nonlinear models

unique practical book on multivariate analysisGnandesikan and his colleagues were the first to think of using Hampel's influence function for detecting outliers in multivariate data. Their research is covered in this book. I used it in my work at Oak Ridge National Laboratory in the late 1970s to detect multivariate outliers as part of our energy data validation effort. I also applied these ideas to time series analysis.
Twenty years after the publication of the first edition, Gnanadesikan decided to produce the long overdue revision. He is currently retired from Bell Labs and is employed as a Professor of Statistics at Rutgers University. The second edition incorporates advances from the last 20 years and emphasizes the newly available software.
The new computer-intensive methods including the bootstrap are not covered.


Very Helpful!This brand new version includes new chapters on cluster analysis, multidimensional scaling, correspondence analysis, and biplots.


The nature of high dimensions: a geometric insightAmong the additions, the bulky new chapter 3 1/2+ stands out, dealing with the phenomenon of concentration of measure on high-dimensional structures. This is a relatively recent discovery of modern analysis and geometry, tracing its origin to the work of Paul Levy and especially Vitali Milman. The essence of the phenomenon is that on many multidimensional structures, every `nice' function is constant with high probability. The manifestations of the phenomenon are many - from geometric functional analysis (Dvoretzky theorem) through information theory (blowing-up lemma) and probability (law of large numbers) to graph theory (superconcentrators) and topological dynamics. As Gromov stresses in his book, even deeper aspects of the concentration phenomenon have been long since discovered and are constantly explored in statistical physics in the context of phase transitions of various kind, and some of the first known examples where phase transitions appear in the context of geometry have been discovered by Gromov himself, e.g. for hyperbolic groups. Finding and exploring more instances of phase transitions in mathematics might well become a unifying heuristic principle across a large number of disciplines.
The mathematical setting for dealing with concentration and related issues is the concept of a metric space equipped with finite measure, what Gromov calls an mm-space. Apart from concrete objects (such as for instance spheres and cubes), there are `higher-level' examples of mm-spaces, for instance those whose elements are isomorphism classes of mathematical objects themselves (e.g. Riemanning manifolds or finitely generated groups). This leads to a probabilistic treatment of such objects. Of course Gromov's strength is that his treatment is always concrete and he never theorizes without having particular objects and applications in mind.
It is quite safe to claim that the full range and power of applications of the interaction between metric and measure are yet to be discovered, which is what makes this book so important. It is rich in open questions and suggested new research directions, but more than that, it helps the reader to develop a good intuitive feeling of where things are going these days, what things ought to be done, and what constitutes proper mathematics.
Even though I unexpectedly found myself among the privileged ones who received a copy of the book as a gift from the author, I would have certainly purchased it otherwise, as I firmly believe that every mathematical library in the world, be it that of a top-class University or just a modest, lovingly selected office collection of a humble mathematician, will be wanting without a copy of the monograph under review, which might well become one of the most important books in mathematical sciences for the early XXIst century.


Very good book

Invaluable

Fabulous primer on handling missing dataThis is a reference work that will improve the scholarship of even the most rigorous researcher, and yet can serve as a wonderful introductory text on the subject of missing data for students at many levels.


well written account of mixed models with SPlus softwareBates is an expert on nonlinear regression and hence the emphasis on the nonlinear models as well as the linear ones.


A must for anyone interested in PlantingaAn excellent book, valuable for anyone interested in philosophy of religion and who has an academic level.
I recommend this book to anyone interested in measure theory, whether or not their interest extends to probability.