Takeuchi K., Yanai H., Mukherjee B.N. The Foundations of Multivariate Analysis: A Unified Approach by Means of Projection onto Linear Subspaces

New York: John Wiley & Sons (Asia) Pte Ltd, 1982. — 235 p.A course of multivariate analisys. Includes linear algebra, main concepts of multivariate analysis, regression, variance and covariance analysis, principal component, canonical correlations, factor analysis, categorical data, distance and classification, covariance structures.