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701-0102-00L 3 Credits BSC , MSC D-USYS , D-ERDW , D-MATH

Applied Multivariate Statistics

Angewandte multivariate Statistik

Lecturers & Examiners: Prof. em. Dr. Werner A. Stahel
VVZ CR n/a

Last Updated: 2026-02-05 15:29:07

Abstract

Statistical problems that involve several or many variables. Descriptive methods and graphics, Covariance and correlation.Models for multivariate data, estimation of parameters.Discrimination analysis, Regression models, Principal components, biplot, factor analysis, unmixing.Similarity, scaling and cluster analysis.

Objective

Understanding the basic concepts and models. Identification of adequate methods for a given statistical problem. Practise in using the software R to apply the methods and in interpreting the results.

Content

Descriptive and graphical methods. Correlation, multivariate normal distribution. Discriminant Analysis. Multivariate Regression. Principal Components, Biplot, Factor Analysis, Linear Unmixing. Similarity measures, Multidimensional Scaling, Cluster Analysis

Resources

Lecture Notes

see web site

General Information

Language
German
Levels
BSC , MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
None

Course Components

Type Title Time & Place Hours
lecture with exercise Angewandte multivariate Statistik
taught in English if required
  • Mon 13:15-15:00 (CHN C 14)
  • Mon 14:15-15:00 (HG F 26.1)
  • 18.02 Date 14:15-15:00 (HG D 12)
  • 18.02 Date 14:15-15:00 (HG E 27)
2 h weekly

Offered In