Multivariate Statistical Analysis I

Instructor: 
Time I: 
Friday,
08:00am to 12:00pm
Venue I: 
HU Berlin, Spandauer Str. 1
Description: 

Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets in the stock markets are observed simultaneously and their joint development is analyzed to better understand general tendencies and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying theoretical structure of these and many other quantitative studies of applied sciences is multivariate. The course of Multivariate Statistical Analysis (MVA) describes a collection of procedures which involve observation and analysis of more than one statistical variable at a time.

 

Literature:

- Backhaus, Erichson, Plinke, Weiber (2008, 12. Auflage) Multivariate Analysemethoden, Springer, München, New York

- Johnson, Wichern (1998, 4th edition) Applied Multivariate Statistical Analysis, Prentice Hall

- Härdle, Hlavka (2007) Multivariate Statistics: Exercises and Solutions, Springer Verlag

- Härdle, Klinke, Müller (1999) XploRe - Academic Edition, The Interactive Statistical Computing Environment, Springer, New York

- Härdle, Simar (2007, 2nd extended ed.) Applied Multivariate Statistical Analysis, Springer Verlag

- Härdle, Simar (2012), Applied Multivariate Statistical Analysis (2nd edititon), Springer Lehrbuch

- Mardia, Bibby, Kent (1979) Multivariate Analysis, Academic Press

 

Exam: Written exam (90 min)

Credits: 
6.00
Program: 
Semester: 
Fall 2014
Affiliation: 
Humboldt-Universität zu Berlin