Supplementary Material

Supplementary Material

On this page, I will post additional resources and supplementary material for the course.

Resources for R

In this course, we will use R as the main computational tool. Below are some resources:

Other useful textbooks

Here is a list of other textbooks that provide further (or complementary) details to the lecture notes

  • Rencher (1998). Multivariate Statistical Inference and Applications.
  • Timm (2002). Applied Multivariate Analysis.
  • Mardia, Kent, Bibby (1980). Multivariate Analysis.

Resources on Matrix algebra

  • The first appendix of Mardia, Kent, Bibby (1980) provides a good review of basic matrix algebra.
  • Puntanen, Styan, Isotalo (2011) Matrix Tricks for Linear Statistical Models
  • Golub, Van Loan (2013) Matrix Computations
    • Highly recommended book on numerical linear algebra. Excellent introduction to important algorithms for matrix computations.
  • Notes on quadratic forms and ellipses