STAT7331 - Multivariate Analysis

STAT 7331 Multivariate Analysis (3 semester credit hours) Vector space foundations and geometric considerations. The multivariate normal distribution: properties, estimation, and hypothesis testing. Hotelling's T statistic. Classification problems. Sample covariance matrix and the Wishart distribution. General linear hypothesis and MANOVA. Testing independence of sets of variables. Principal components, canonical correlations, factor analysis. Curse of dimensionality. Dimension Reduction. Multidimensional Classification and Clustering. Multivariate symmetry. Multivariate signs, ranks, and quantiles. Functional data analysis. Selected further topics. Prerequisite: STAT 6331 or equivalent. (3-0) T