— Theory of Multivariate Analysis

Prerequisites & course information

Course Description: Multivariate normal and Wishart distributions, Hotellings T-Squared, simultaneous inference, likelihood ratio and union intersection tests, Bayesian methods, discriminant analysis, principal component and factor analysis, multivariate clustering, multivariate regression and analysis of variance, application to data. Learning Activities: Lecture 3 hour(s), Term Paper. Grade Mode: Letter. Learning Activities: Lecture 3 hour(s), Term Paper. Grade Mode: Letter.