Advanced Methods in Finance (AMF) Series

Mini-course: "High-dimensional Statistical Analysis with Applications"

Wroc³aw, 16-17.11.2016

Wolfgang Härdle
(Humboldt-Universität zu Berlin)

1. Cluster Analysis (including an fMRI application)
2. Discriminant Analysis
3. Correspondence Analysis
4. Canonical Correlation Analysis

The mini course is based on:
W. Härdle, L. Simar (2015), Applied Multivariate Statistical Analysis (4th ed), Springer. All examples are reproducible in R and all Quantlets are available on

Wroc³aw University of Science and Technology,
Faculty of Pure and Applied Mathematics,
Janiszewskiego 14a,
Building: C-11, room: 2.11

16.11.2016 - 17:05-18:45
17.11.2016 - 13:30-18:00

Contact person:
Prof. Krzysztof Burnecki

Last modified on 2016-11-14.