Talk:Statistics/Multivariate Data Analysis

Page Plan
How would an overall plan of this page look like? I plan to cover the basics of multivariate distributions, multivariate normal, multivariate t, and Wishart. That can then lead to hypothesis testing by the Hotelling $$T^2$$ statistic. Other important topics will include multivariate regression, principal component analysis and factor analysis.

I hope to give the reduced rank regression perspective as it ties several of these ideas like PCA, Canonical Correlation Analysis and Factor Analysis together. Will multidimensional scaling, profile analysis and UMap be necessary? Should we include multivariate time series or other regression techniques like Partial Least Squares and LASSO? SirUnknown2 (discuss • contribs) 17:34, 26 February 2023 (UTC)