Applied Multivariate Statistical Analysis | PKU 2019 Fall
https://zhuanlan.zhihu.com/p/91593024
- (p.i) * URL should be changed to https://www.math.pku.edu.cn/teachers/yaof/Homepage.html
- (p.ii) [JW] URL should be changed to https://sites.ualberta.ca/~dwiens/stat575/datasets
- (p.ii) [JWHT] URL might be changed to https://www.statlearning.com/
- (p.2) γ_{kℓ} should be z_{k}'x_{ℓ}/||z_{k}||^2
- (p.3) "takes the form ... of MSE=Var+Bias^2" should be "has MSE=Var+Bias^2 of the form ..."
- (p.11) a'Sa should be a_{k}'Sa_{k} in the last line above §11
- (p.25) H should be X(X'X+λJ)^{-1}X'