Coursebooks

Multivariate statistics

MATH-444

Lecturer(s) :

Koch Erwan Fabrice

Language:

English

Summary

Multivariate statistics refers to data in vector form. The main objective is to uncover the associations between the components of the vectors. The course introduces the major types of statistical methodology for this purpose as well as some applications to quantitative risk management.

Content

Learning Prerequisites

Required courses

Solid knowledge in Probability Theory and Statistics.

Learning Outcomes

By the end of the course, the student must be able to:

Teaching methods

Lecture ex cathedra using slides as well as the blackboard (especially for proofs). Examples/exercices presented/solved at the blackboard.

Assessment methods

Oral examination.

Dans le cas de l¿art. 3 al. 5 du Règlement de section, l¿enseignant décide de la forme de l¿examen qu¿il communique aux étudiants concernés.

Supervision

Office hours No
Assistants Yes
Forum Yes

Resources

Virtual desktop infrastructure (VDI)

No

Notes/Handbook

The slides will be available on Moodle.

In the programs

  • Mathematics - master program, 2019-2020, Master semester 2
    • Semester
      Spring
    • Exam form
      Oral
    • Credits
      5
    • Subject examined
      Multivariate statistics
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Applied Mathematics, 2019-2020, Master semester 2
    • Semester
      Spring
    • Exam form
      Oral
    • Credits
      5
    • Subject examined
      Multivariate statistics
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Applied Mathematics, 2019-2020, Master semester 4
    • Semester
      Spring
    • Exam form
      Oral
    • Credits
      5
    • Subject examined
      Multivariate statistics
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks

Reference week

MoTuWeThFr
8-9
9-10
10-11
11-12
12-13
13-14
14-15
15-16
16-17
17-18
18-19
19-20
20-21
21-22
Under construction
Lecture
Exercise, TP
Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German