Statistics 661: Multivariate Analysis
Spring Term 2007
Syllabus
This is a graduate course in multivariate analysis.
The prerequisite is Stat 663 (Linear Models).
Our two main reference books are:
- Arnold, S. (1981), The theory of Linear Models and Multivariate Analysis,
New York: Wiley.
- Seber, G.A.F. (1984), Multivariate Observations,
New York: Wiley.
We will cover most the material in Chapters 17-19 of Arnold.
This will give us a good theoretical foundation for multivariate analysis.
We will then select topics from Seber, including principal component analysis
(Chap 5), discriminant analysis (Chap 6), cluster analysis (Chap 7), and
parts of Chapters 9 and 10 (multivariate linear models).
If time permits, we will do some of Chap 6 (robust multivariate analysis)
of Hettmansperger and McKean (1998).
There will be two exams, a Midterm and a Final.
This will constitute 60% of the grade, while the remaining 40%
will consist of Daily Homework assignments and special projects.
A bonus will be given if the homework is handed in
by the next class after it was handed out.
Homework Assignments.