UT Dallas 2013 Graduate Catalog

STAT7331 - Multivariate Analysis

STAT 7331 Multivariate Analysis (3 semester hours) Vector space foundations and geometric considerations. The multivariate normal distribution: properties, estimation, and hypothesis testing. Multivariate t-test. Classification problems. The Wishart distribution. General linear hypothesis and MANOVA. Principal components, canonical correlations, factor analysis. Multivariate nonparametric and robust methods. Prerequisite: STAT 6331 or equivalent. (3-0) T