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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