Course outline for Stat5401:Applied Multivariate Methods
Week 1 and 2 (Multivariate data description and basics): Graphical representation, linear algebra basics, multivariate distributions basics. Chapter 1 of HS, handouts, homework on chapters 2-7 of HS. Week 3-5 (Decomposing data matrices, principal components): Chapters 8 and 9 of HS. Midterm 1 on February 23, 2009. Week 6-8 (Discriminant analysis and applications in finance): Chapters 12 and 17 of HS. Midterm 2 on March 13, 2009. Week 9-12 (includes spring break) (Data mining and introduction to database management): Chapters 1 and 2 of IZ. Midterm 3 on April 8, 2009. Week 13-16 (More on database, multivariate quantiles, data depth, dimension reduction): Chapter 18 of HS and handouts. Midterm 4 on May 4, 2009. Final exam: 8:00am-10:00am Tuesday, May 12, 2009.
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