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Multivariate Analysis
STAT 7331
School of Natural Sciences and Mathematics
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. 3 credit hours.
Prerequisite: STAT 6331 or equivalent.
Offering Frequency: Every two years
Grades: 32
Median GPA: A
Mean GPA: 3.959
Click a checkbox to add something to compare.
Multivariate Analysis
STAT 7331
School of Natural Sciences and Mathematics
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. 3 credit hours.
Prerequisite: STAT 6331 or equivalent.
Offering Frequency: Every two years
Grades: 32
Median GPA: A
Mean GPA: 3.959
Click a checkbox to add something to compare.