Complements to Modern Multivariate Statistical Techniques
Early drafts of this book included material that was removed for space considerations. I am putting some of this material here for the interested instructor, student, or reader. The files are pdf files.
A brief introduction to bioinformatics is given in Bioinformatics
Nonparametric density estimators that adapt to data variation are described in Adaptive Nonparametric Density Estimators
A proof of the shrinkage property of partial least squares regression estimators is given in PLSR Yields a Shrinkage Estimator
An introduction to the subject of wavelets is given in Wavelets
An introduction to random matrix theory is given in Random Matrix Theory