STA 809
Multivariate Analysis
3
Course Description
Multivariate normal distribution; estimation of mean and covariance matrix; Wishart distribution; distribution of partial and multiple correlation coefficients; Hotelling's T2; Principal components.
Course Outline
Multivariate normal distribution; estimation of mean and covariance matrix; Wishart distribution; distribution of partial and multiple correlation coefficients; Hotelling's T2; Principal components