General
Applied Multivariate Statistical Analysis by Richard Johnson and Dean Wichern 794 pages
Lecture notes on Multivariate Data Analysis by Nick Fieller 447 pages
Multivariate Analysis (Statistical Inference for Astronomers), by T.Krishnan 60 pages
Multivariate Statistical Analysis by Philip B. Ender (online lecture notes)
A Combinatorial Introduction to Cluster Analysis by Melvin F. Janowitz 46 pages
A Course in Multivariate Analysis by Howard G. Tucker 130 pages
A Tutorial on Multivariate Statistical Analysis by Craig A. Tracy 46 slides
Factor Analysis
Lecture notes on Factor Analysis I by Elizabeth GarrettMayer 56 pages
Lecture notes on Factor Analysis II by Elizabeth GarrettMayer 21 pages
Factor Analysis by Peter Tryfos 22 pages
Underatanding Factor Analysis by R.J. Rummel online textbook
Principal Component Analysis
Principal component analysis by SAS  56 pages 
Principal component analysis by Herve Abdi and Lynne J. Williams  27 pages 
Tutorial on Principal Compontent Analysis by Javier R. Movellan 9 pages
Principal Component Analysis by George Bebis 8 pages
Principal Component Analysis by Peter Tino 17 pages
A tutorial on Pricipal Component Analysis by Lindsay I. Smith 27 pages
Discriminant Analysis
Discriminant Analysis by Daniel Peña Sánchez de Rivera 34 pages
Linear Discriminant Analysis  A Brief Tutorial by S. Balakrishnama and A. Ganapathiraju 9 pages
Regularised Discriminant Analysis by Jerome H. Friedman 32 pages
Regularised Discriminant Analysis and ReducedRank LDA by Jia Li 34 pages
SemiSupervised Discriminant Analysis by DitYan Yeung 76 slides
Discriminant analysis by Janette Walde  30 slides 
Discrimination and Classification by Kritikou Katerina, Nikaki Katerina and Nikolaidou Chrysa 47 slides in Greek
