APPROACH TO THE RESEARCH OF THE MULTIVARIATERELATIONSHIP BY THE EXAMPLE OF RUSSIAN STOCK MARKET
https://doi.org/10.21686/2500-3925-2015-4-158-163
Abstract
Many-dimensional nature of real occurences and processes explains the actually increasing interest to the multivariate statistical analysis as a sophisticated toolset of the advanced researcher. Within the framework of the annual course «Multivariate statistical methods» such subsections as «Multivariate regression analysis», «Methods of the reduction of the variable space dimensionality», «Multivariate classification» are taught. All theoretical foundations are supported by praxis in computer class. The Mathcad based program «SEMESTR» provides the wide range of possibilities for performing laboratory works by course due to automation of the multivariate data processing. The article is devoted to the methodical principles of the study of multivariate relations between stock indexes.
About the Authors
Marina A. Skorik
Moscow State University of Economics, Statistics and Informatics (MESI)
Russian Federation
Russian Federation
Andrey G. Nefedov
Moscow State University of Economics, Statistics and Informatics (MESI)
Russian Federation
Russian Federation
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Review
For citations:
Skorik M.A., Nefedov A.G. APPROACH TO THE RESEARCH OF THE MULTIVARIATERELATIONSHIP BY THE EXAMPLE OF RUSSIAN STOCK MARKET. Statistics and Economics. 2015;(4):158-163. (In Russ.) https://doi.org/10.21686/2500-3925-2015-4-158-163
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