Syllabus
1. Multivariate normal distribution.
2. Wishart and Hotelling distribution.
3. Multivariate statistical inference.
4. Principal components and factor analysis.
5. Canonical correlations, correspondence analysis.
6. Discriminant and cluster analysis.
7. Projections-based methods, data depth.
8. Statistical software.
Annotation
An introduction to traditional and modern methods of multivariate statistics.