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Root number
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11463 |
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Semester
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HS2025 |
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Type of course
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Lecture |
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Allocation to subject
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Statistics |
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Type of exam
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not defined |
| Title |
Multivariate Statistics |
| Description |
* Describing a multivariate distribution in terms of distribution or density functions
* Multivariate Gaussian, multivariate t and elliptically symmetric distributions and their main properties.
* Optimal (affine) linear prediction and related correlation coefficients: simple, multiple, partial and canonical correlations.
* Estimation of multivariate location and scatter, both classical and robust. The classical methods include statistical tests and confidence regions based on Wishart, Hotelling and related distributions. The robust procedures are mainly M-functionals related to multivariate t distributions, but the general concept of affine equivariance is introduced as well.
* Classification and discriminant analysis. If time permits, the participants will also learn something about dimension reduction (principal component analysis) and invariant coordinate selection. |
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ILIAS-Link (Learning resource for course)
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Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible).
ILIAS
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Link to another web site
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| Lecturers |
Prof. Dr.
Andrea Agazzi, IMSV - Gruppe Prof. Agazzi ✉
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ECTS
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6 |
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Recognition as optional course possible
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No |
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Grading
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1 to 6 |
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| Dates |
Monday 10:15-12:00 Weekly
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Thursday 10:15-12:00 Weekly
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Rooms
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| Students please consult the detailed view for complete information on dates, rooms and planned podcasts. |
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Öffentlicher Bereich
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