VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-0102-99L 6 Credits MSC D-MATH

Applied Multivariate Statistics (with Supplement)

Angewandte multivariate Statistik (mit Ergänzung)

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

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

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
MSC

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture with exercise Angewandte multivariate Statistik (Ergänzung)
taught in English if required
  • Mon 15:15-16:00 (CHN C 14)
  • Mon 15:15-17:00 (HG E 19)
  • 18.02 Date 15:15-17:00 (HG E 27)
2 h weekly
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