Multivariate Statistics : High-Dimensional and Large-Sample Approximations

"The book is designed for readers interested in multivariate analysis with a good background in matrix algebra, mathematical statistical inference and probability theory. Its contents are, in general, well organised and the intuitive ideas behind the different multivariate methods, the asymptotic expansion techniques and the calculation of error bounds using scale mixtures, are well expressed . The mathematical proofs are well presented and selected and I have found the mathematical appendices to be very useful as guides to following the proofs." (Mathematical Reviews, 2011)