Multivariate Analysis Course Outline Daniel Peña 2008/09.

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Presentation transcript:

Multivariate Analysis Course Outline Daniel Peña 2008/09

Contents of the Course Multivariate Statistical Analysis includes methods for : Data Representation Dimension reduction (PC, Factorial, MDS, AC, CC) Clustering Discrimination

Course Outline October 7th: Presentation and Data description October 14th: Principal Components. October 21th: Multidimensional Scaling October 28th : Outliers and Correspondence Analysis. November 4th: Clustering November 11th : Multivariate Models

November 18th: Factorial Models November 25th: Discriminant Analysis December 2nd: Model based clustering December 9th : Exam

Course evaluation 20% classroom participation, 40% project, 40% final exam.

References Textbook Peña,D. (2002) Análisis de datos multivariantes, McGraw Hill. (Translated to English and chapters in my web page) Recommended books Cuadras, C.M. (1991), Métodos de Análisis Multivariante, Editorial Universitaria de Barcelona (2ª edición). Dillon, W., Goldstein, M. (1984). Multivariate Analysis. New York, Wiley. Krzanowski, W.J. (1988), Principles of Multivariate Analysis: A. User's Perspective, Oxford University Press, Oxford. *Mardia, K.V., Kent, J.T. y Bibby, J.M. (1979), Multivariate Analysis, New York, Academic Press. Seber, G.A.F. (1984), Multivariate Observations, New York, Wiley.