STAT 6607: Advanced Methods for Multivariate Data
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5543
Classical and high dimensional multivariate methods and their theories; multivariate random vectors and their distributions (multivariate normal, elliptical contour distributions); dependence measures and copulas; Wishart distribution and distributions for quadratic form statistics; Hotelling’s T square test and its derivation; high- dimensional inference for mean and covariance, concentration inequalities, random matrix theory, signal detection and identification. Offered even-numbered years.
(Typically Offered: Fall)