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Course, academic year 2024/2025
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Multivariate Statistical Analysis - NSTP018
Title: Mnohorozměrná statistická analýza
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: winter
E-Credits: 6
Hours per week, examination: winter s.:2/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: cancelled
Language: Czech
Teaching methods: full-time
Guarantor: doc. RNDr. Jan Hurt, CSc.
Class: DS, ekonometrie a operační výzkum
DS, finanční a pojistná matematika
Classification: Mathematics > Probability and Statistics
Interchangeability : NMST539
Annotation -
Normal, Wishart and Hotelling distributions. Canonical correlations. Principal components. Factor, discriminant and cluster analyses. Use of libraries of statistical programs.
Last update: T_MUUK (22.11.2000)
Aim of the course -

To explain selected methods of multivariate statistics.

Last update: G_M (27.05.2009)
Literature - Czech

Hebák P., Hustopecký J.: Vícerozměrné statistické metody s aplikacemi. SNTL-Alfa. Praha, 1987

Mardia K.V., Kent J.T., Bobby J.M.: Multivariate Analysis. Academia Press. London, 1979

Rao C.R.: Linear Statistical Inference and Its Applications. 2nd edition. Wile. New York, 1973. (existuje český překlad)

Last update: T_KPMS (16.05.2003)
Teaching methods -

Lecture+exercises.

Last update: G_M (27.05.2008)
Syllabus -

Normal, Wishart and Hotelling distributions. Canonical correlations. Principal components. Factor, discriminant and cluster analyses. Use of libraries of statistical programs.

Last update: T_KPMS (16.05.2003)
 
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