MATH 537 - Multivariate Analysis (3)

Multivariate normal distribution, comparison of several multivariate means, multivariate linear regression models, elliptically contoured distributions, estimation of orthogonal and oblique factors, inference for structured covariance matrices, simultaneous equation models, classification functions, procrustes analysis and graphical models.

Prerequisites: MATH 307, MATH 502A, MATH 502B.

Graduate-level