Multivariate Analysis

This course gives you a deeper knowledge within multivariate statistics, both in theory and applications that are used in many fields. Within the course you will conduct deeper studies of the inference theory in multivariate analysis, for example concerning the mean and covariance matrices. During the course you will use statistical software to analyse data.

Computer literacy is essential today, as we make extensive use of the computer for practical multivariate data analysis. In this course you will be using the statistical software R and SAS. Matrix algebra is used throughout the course as a necessary tool for the inference, as well as computer sessions. You will be given an overview about necessary concepts from matrix algebra useful for the course. The concepts that are more thoroughly treated in the course are: Matrix algebra and multivariate normal distribution. Multivariate analysis of variance. Multivariate regression and canonical correlation analysis.

 

The course is given at day time, full time.

The course forms a part of the Master's Program in Statistics, but it can also be studied as a freestanding course.


Teaching Format

The teaching forms consist of lectures and exercises.

Course information

More information for registered students will be found in Athena.

Teachers Spring semester 2026

Course coordinator

Tatjana von Rosen

You will find Tatjana's reception hours in the link above. If you wish to visit Tatjana outside of her reception hours, you are welcome to e-mail her for an appointment.

Assessment

Examination will be in the form of written and oral examination.


The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.


Note that the course literature can be changed up to two months before the start of the course.


Course reports are displayed for the three most recent course instances.








If you have questions about the course, please contact the cours coordinator:

Teachers Spring semester 2026

Course coordinator

Tatjana von Rosen

You will find Tatjana's reception hours in the link above. If you wish to visit Tatjana outside of her reception hours, you are welcome to e-mail her for an appointment.

If you have questions about studying at the Department of Statistics, please contact our study- and career counselor

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