(3 cr.) P: STAT S721 and S722, or consent of instructor.
Multivariate normal distributions. Tensor notation. Multivariate
linear normal models (MANOVA), estimation and testing. Wishart
distributions and models. Inference for the covariance matrix,
including multivariate Bartlett's test, test of block independence,
and test of sphericity. Box approximations. Eigenvalues, including
canonical correlations and principal components/factor analysis.