Advanced Topics in Multivariate Statistic

Code: MAT11707D

6 ECTS

Duration: 15 weeks/156 hours

Scientific Area: Mathematics

Teaching languages: Portuguese

Languages of tutoring support: Portuguese

Regime de Frequência: Presencial

Sustainable Development Goals

Educação de qualidade - Assegurar a educação inclusiva, e equitativa e de qualidade, e promover oportunidades de aprendizagem ao longo da vida para todos.

Learning Goals

In this course we study the most current models considered in Multivariate Statistics. These methods
attempt to give students a broad education and current methods of multivariate statistics to be used in
various scientific fields and various sets of data (categorical and continuous variables, statistical surveys,
large databases, optimization problems, financial problems, economic and management, among others).
The use of statistical software and analysis allow the treatment of databases.

1.Multivariate Distributions (multivariate normal distribution, Wishart distribution, Hotelling distribution,
the Wilks Lambda statistic).
2.Methods of Analysis Interdependence
3.Independent Conponente Analysis
4.Methods of Analysis Dependence
5.Multidimensional Scaling
6.Date Mining

Teaching Methods

Theoretical-practical lessons mainly lectured with a blackboard, with e-learning tools, and transparencies. Motivation of students attendance to the classroom and students continuous work.
Introduction to theoretical concepts to illustrate the importance of course contents. Exercises with emphasis in the resolution of real problems, to motivate interest in the course and to demonstrate its utility.
To stimulate individual and group participation within the classroom and at home.
To emphasize the critical analysis and interpretation of data, appealing to software outputs as much as possible.

Evaluation:
To privilege continued evaluation carrying out one test plus individual/group homework projects. If continuous evaluation is not feasible for the student, a final examination is possible, but the individual / group project is still required although with lesser weight for final grade.