The goal of this talk is to familiarize those in attendance with some common multivariate methods, such as principal component analysis, factor analysis, Hotelling’s T 2, etc. We’ll try to motivate ...

Let A and B be independent, central Wishart matrices in p variables with common covariance and having m and n degrees of freedom, respectively. The distribution of the largest eigenvalue of (A + B)⁻¹ ...

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) ...

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Health Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in ...