Syllabus for STA 832: Multivariate Analysis

Class:Tu Th 10:05-11:20am Old Chem 116
Prof:Robert L. Wolpert Old Chem 211c
wolpert@stat.duke.edu 919-684-3275 OH:Mon 3:30-4:30pm

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Wk Days Topics Sugg. ReadingHW Due
1Jan 10 Course overview and logistics SJP Chap 1,2
2Jan 15,17 Linear algebra review SJP Chap 2
3Jan 22,24 Gaussian Random vectors SJP Chap 3
4Jan 29,31 Transformations: Wishart, Hotelling T2 distns SJP Chap 5,6 HW1:
5Feb 05,07 Estimation and testing SJP Chap 7
6Feb 12,14 Linear models review SJP Chap 8 HW2: Feb 25
7Feb 19,21 Principal Components Analysis SJP Chap 9
8Feb 26,28 Factor Analysis SJP Chap 10 HW3: Mar 16
9Mar 05,07 Canonical Correlations SJP Chap 11 HW4: Mar 16
Mar 09-17 No class: Spring Break
9Mar 19,21 Paper Presentations 1, 2
10Mar 26,28 Paper Presentations 3, 4
11Apr 02,04 Paper Presentations 5, 6
12Apr 09,11 Paper Presentations 7, 8
13Apr 17 Wrap-up

"SJP" is Applied Multivariate Analysis by S. James Press.

This syllabus was last revised , and it's likely to be superseded by later versions.

In particular, homework assignments and dates are completely bogus. Here are a few Multivariate and Consistency Papers you might consider for our discussions.