Multivariate Analysis: Course outline

• Multivariate Normal Distribution
• Wishart distribution and their properties
• Hotelling’s T² – Distribution
• Methods of Estimation
• Maximum Likelihood and least squares
• Multivariate Hypothesis testing
• Likelihood ratio test.
• One sample and multi-sample hypotheses
• Principal Component Analysis
• Factor Analysis,
• Discriminant Analysis
• Cluster analysis
• Path analysis
• Multivariate Analysis of Variance (MANOVA)

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