Mathai A. Multivariate Statistical Analysis in the Real and Complex Domains 2022

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Textbook in PDF format

Mathematical Preliminaries
The Univariate Gaussian and Related Distributions
The Multivariate Gaussian and Related Distributions
The Matrix-Variate Gaussian Distribution
Matrix-Variate Gamma and Beta Distributions
Hypothesis Testing and Null Distributions
Rectangular Matrix-Variate Distributions
The Distributions of Eigenvalues and Eigenvectors
Principal Component Analysis
Canonical Correlation Analysis
Factor Analysis
Classification Problems
Multivariate Analysis of Variation
Profile Analysis and Growth Curves
Cluster Analysis and Correspondence Analysis

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