This course introduces statistical methods and techniques for multivariate data analysis. The course studies basic ideas underlying multivariate statistical methods and covers various applications of ...

Instead, we develop a multivariate model for ordinal ... the latent variable are sampled from its conditional posterior distribution (a truncated normal distribution if the probit link function ...

The EWMA estimator is appropriate when returns are drawn from a normal conditional distribution, but when the conditional distribution of returns is fat-tailed – as is commonly found in practice – the ...

See the relationship between conditional and independent events in a statistical experiment. Calculate the expectation and variance ... concept of “joint distribution” which allows us to generalize ...