这是大牛Morris L. Eaton的书，写的十分深刻，对于理解多元很有帮助
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007.
512 pp.
Abstract:The purpose of this book is to present a version of multivariate statistical theory in which vector space and invariance methods replace, to a large extent, more traditional multivariate methods. The book is a text. Over the past ten years, various versions have been used for graduate multivariate courses at the University of Chicago, the University of Copenhagen, and the University of Minnesota. Designed for a one year lecture course or for independent study, the book contains a full complement of problems and problem solutions.
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