STA 238

Theory of Multivariate Analysis

Term Paper. 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.

Units: 4.0

Hours: Lecture—3 hour(s);