Advanced Multivariate Statistics

We invite you to: 

Course Advanced Multivariate Statistics (15 ECTS)

Teacher

Rauf Ahmad: rauf.ahmad@statistik.uu.se
Tatjana Pavlenko: tatjana.pavlenko@statistik.uu.se

Recommended books The course will mainly follow Mardia, KV, JT Kent, JM Bibby (1979;
Reprint 2003). Multivariate analysis, Academic Press, London. Occasionally, some extensions
will be discussed for which the following books are useful: Hastie, T, R Tibshirani, J
Friedman (2017, corrected 2nd ed.). Elements of statistical learning., Springer, and Hastie,
T, R Tibshirani, M Wainright (2016). Statistical learning with sparsity: The LASSO and
generalizations, CRC.

Structure Lectures and exercises
Assessment Hand-in exercises to be submitted

Pre-requisites Basic multivariate statistics (at the level of, e.g., Johnson & Wichern); Additionally,
Linear algebra; Statistical inference and Univariate linear model theory
Course plan Following chapters form Mardia et al. will be covered (with intermittent additions
from other books):
Tatjana Pavlenko: Chapters 1-6
Rauf Ahmad: Chapters 8, 10-13
All lectures are 3-hour duration, including one or two short breaks.

The course starts Thursday February 17th, and will consist of 3-hour lectures at 8 occasions, with finish April 4th. 

Register by mailing to rauf.ahmad@statistik.uu.se at latest December 17th.

Course certificate

For those of you that have completed the course, contact the teachers to obtain a course certificate.