PSTAT 216

Multivariate Analysis

University of California Santa Barbara · UGRD · Fall 2026

1 section

Catalog description

Statistical theory associated with the multivariate normal, wishart and related distributions, partial and multiple correlation, principal components. Hotelling's T2-statistic, multivariate linear models, classification and discriminant analysis. Other topics may include invariance, admissibility, minimax, james-stein estimates, multivariate probability inequalities, majorization, and Schur functions.

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Class #california_santa_barbara-9464Fall 2026UGRD

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