Stat 524: Applied Multivariate Analysis (Banner Course Number: 52400)
DISCLAIMER:
We believe the information about textbooks to be accurate but the campus bookstores are the official source of information on textbooks. Please check with them for verification before purchasing texts for a specific academic semester or session.Fall 2009 textbooks are:
For Xi, B. -- Hastie, Tibshirani & Friedman, The Elements of Statistical Learning: Data Mining, Inference and Prediction, 2001 Edition, Required
For Xi, B. -- Johnson and Wichern, Applied Multivariate Statistical Analysis, 6th/2007 Edition, Required
Outline:
| Hours | ||
| 5 | A. | Introduction to matrix operations, and multivariate normal distributions. Simple graphical and numerical summaries of data. |
| 15 | B. | Partial correlation and dimension reduction techniqes: Principal component analysis, Factor analysis, and Canonical correlation. |
| 5 | C. | Clustering, multidimensional scaling |
| 10 | D. | Linear and quadratic discriminant analysis, classification tree, bagging and boosting |
| 8 | E. | Neural network, support vector machine and structural equation models |
| 2 | F. | Exams |
