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MR1990662 (2004c:62001) 62-01 (62Hxx)
Anderson, T. W. An introduction to multivariate statistical analysis. Third edition. Wiley Series in Probability and Statistics. Wiley-Interscience [John Wiley & Sons], Hoboken, NJ, 2003. xx+721 pp. ISBN: 0-471-36091-0
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