AMS 577: Multivariate Analysis
Context: A topic for future study; this page is a reading guide, not a completed-course claim.
This page is part of my personal academic record, not an official course website.
Course description
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.
Textbooks and resources
Required textbook
- Applied Multivariate Statistical Analysis by Richard A. Johnson and Dean W. Wichern, 6th edition, 2007, Pearson