MATH 543 - Linear Statistical Models

Matrix algebra for linear models, multivariate normal distribution, quadratic forms, Gauss-Markov Theorem, estimation in full-rank and less-than-full-rank models, hypothesis testing in full-rank models.

Prerequisites & Notes: MATH 441/541, and either MATH 342 or MATH 442/542 or equivalent(s).
Credits: 4
Grade Mode: Letter