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AMS 577, Multivariate Analysis
The multivariate distribution. Estimation of the mean vector and covariance matrix of the multivariate normal. Discriminant analysis. Canonical correlation. Principal components. Factor analysis. Cluster analysis. 
PrerequisiteAMS 572 and AMS 578
3 credits, ABCF grading 

Course will be available every Fall semester.

AMS 577 Webpage 

Textbook:
"Applied Multivariate Statistical Analysis" by Richard A. Johnson and Dean W. Wichern; 6th edition, Pearson Publishing, 2007; ISBN-13: 978-0131877153 / ISBN-10: 0131877151