lu.se

Statistiska institutionen

Ekonomihögskolan vid Lunds universitet

STAN41 Multivariate Analysis

7,5 hp

 

Syllabus and Course Literature

Advanced course, prerequisites: Bachelor degree with at least 60 ECTS in statistics

The central theme of the course is the multivariate general linear model, and statistical methods include multivariate hypothesis testing, principal component analysis, factor analysis, discriminant analysis, canonical correlation analysis, and multivariate analysis of variance and covariance and cluster analysis. The course covers theoretical, computational, and interpretive issues of multivariate techniques using computer solution.

STAN41 Multivariate Analysis will be placed by STAN53 High-dimensional Data Analysis from autumn 2023. The new course covers the classic multivariate analysis techniques but also adds some modern approaches for high-dimensional data.

 

Kontakt

Malgorzata Bogdan
Professor

malgorzata.bogdan@stat.lu.se