Multivariate Analysis
Abstract
Starting with Wishart distribution, a multivariate generalization of the chi-square distribution, estimation, and inferential issues is discussed for one-sample, two-sample, and multisample problems. An introduction is given to multivariate linear model which covers multivariate versions of analysis of variance, analysis of covariance, and regression. Basic concepts and estimation issues are discussed for some well-known topics in multivariate analysis: principal components, factor models, classification and discrimination, and canonical correlations.
Keywords
Wishart Distribution; Hotelling’s T2; MANOVA; Principal Components; Factor Analysis; Classification and Discrimination; Canonical Correlations
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