discipline 
MSC in
Mathematics, Specializations

subject 
Multivariate
statistics

lecturers 
György
Michaletzky. prof., Dept. of Probability Theory and Statistics,
Institute of Mathematics 
credits 
4 
period 

curriculum 
Parameter estimation for the multivariate
normal distribution. Matrix valued distributions. Normal linear model. Analysis of variances. Canonical
correlations. Principal component analysis. Factor analysis. Methods of classification. Bayes
decision, linear and piecewise linear separation, nearestneighbor method,
cluster analysis. Linear and nonlinear regresion. Ridge
and JamesStein estimators. Stepwise and robust regression. Analysis of contingency tables. The
loglinear model. Method of minimal discriminating information. Multivariate scaling.
Relaxing the assumption of normality, nonparametric and robust methods in
multivariate statistics. 
literature 

form of tuition 
Lectures 
mode of assessment 
oral exam 