Advanced Methods in Finance (AMF) Series |
Mini-course:
"High-dimensional Statistical Analysis with
Applications"
Wroc³aw, 24-25.10.2013
Lecturers:
Wolfgang Härdle and Piotr Majer
(Humboldt-Universität zu Berlin)
Topics:
1. Cluster Analysis (including an fMRI application)
2. Discriminant Analysis
3. Correspondence Analysis
and possibly
4. Canonical Correlation Analysis
The mini
course is based on:
W. Härdle, L. Simar (2012), Applied Multivariate Statistical
Analysis (2nd ed), Springer. First edition available in html.
Venue:
Wroc³aw University of Technology,
Institute of Mathematics and Computer Science,
Janiszewskiego 14a,
Building: C-11, room: 2.11
Schedule:
24.10.2013 - 17:05-18:45
25.10.2013 - 08:00-13:00
Contact
person:
Dr. Agnieszka Wy³omañska
Last modified on 2013-10-21.