Advanced Methods for Multivariate Data

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STAT 5543Classical 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→STAT 6607→unlocks 0 courses

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