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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
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

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Annotation -

Last update: T_MUUK (22.11.2000)

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

Aim of the course -

Last update: G_M (27.05.2009)

To explain selected methods of multivariate statistics.

Literature - Czech

Last update: T_KPMS (16.05.2003)

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)

Teaching methods -

Last update: G_M (27.05.2008)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (16.05.2003)

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