3.18 Further Reading

3.18  Further Reading

Spanos (1999) is a formal text with a detailed treatment of the central limit theorem. See Johnson (1998) for an elementary discussion of principal component analysis. Multicollinearity is discussed in econometrics texts, typically in relation to regression analysis. Judge et. al. (1988) offers an alternative treatment relating to principal component analysis. See Mathai and Provost (1992) for quadratic polynomials of joint-normal random vectors. Stuart and Ord (1994) offers an authoritative if somewhat inaccessible treatment of various topics, including: the Cornish-Fisher expansion, characteristic functions, and the inversion theorem.