Math 570 Applied Multivariate Analysis.
Math 501 and Math 502, or equivalent. Graduate students from outside of the mathematical department and senior undergraduate students may take this course with some preparation (please consult the instructor prior to the semester). One lecture session will be devoted to reviewing linear algebra materials that are useful in this course.
The required texts are Härdle & Simar 2012 and Izenman 2013 (see below for details).
There is no designated software for this course. You may use the software that makes the most sense for you. Many pharmaceutical companies use SAS for compliance with FDA regulations. Academic intuitions as well as labs often use R and python. Corporations often use MATLAB, Stata, Minitab, S, etc. because of the relatively high reliability despite the cost. However, it is expected that the student immerse herself with use of at least one software.
Used to be expensive, SAS University Edition is now free for download and use.
The course deck may be downloaded from the blackboard.