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.
Prerequisite:
AMS 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
