Subjects / Multivariate statistics

Best books to learn Multivariate statistics, in order

Multivariate statistics is what you need when the variables you measured are correlated with each other and analysing them one at a time gives the wrong answer. The literature splits sharply into two traditions that rarely cite each other: applied books written for social scientists and biologists around software, and matrix-algebra courses written for statistics departments.

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Reading paths for multivariate statistics

Popular multivariate statistics books

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Frequently asked questions

How should I approach learning multivariate statistics?
Multivariate statistics is what you need when the variables you measured are correlated with each other and analysing them one at a time gives the wrong answer. The literature splits sharply into two traditions that rarely cite each other: applied books written for social scientists and biologists around software, and matrix-algebra courses written for statistics departments.
What's a good book to start multivariate statistics with?
A strong starting point is Multivariate analysis by K. V. Mardia. The ordered reading paths above show exactly where it fits and what to read next.

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