Bilodeau M., Brenner D. Theory of Multivariate Statistics

New York: Springer-Verlag, 1999. — 288 p. — ISBN: 0-387-98739-8.Linear algebra.
Random vectors.
Gamma, Dirichlet, and F distributions.
nvariance.
Multivariate normal.
Multivariate sampling.
Wishart distributions.
Tests on mean and variance.
Multivariate regression.
Principal components.
Canonical correlations.
Asymptotic expansions.
Robustness.
Bootstrap confidence regions and tests.