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.
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Course structure
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.
Language: English.
Course information
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Course description_spring 2023 (94 Kb)
More information for registered students will be found in Athena.
Assessment
Examination will be in the form of written and oral examination.
Examiner
Teachers Spring semester 2023
Course coordinator
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.
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Schedule
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. -
Course literature
Note that the course literature can be changed up to two months before the start of the course. -
Course reports
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Contact
If you have questions about the course, please contact the cours coordinator:
Teachers Spring semester 2023
Course coordinator
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
