Shrinkage Estimation and Balanced Loss Functions in Multivariate Normal Distribution Publication Trend The graph below shows the total number of publications each year in Shrinkage Estimation and ...

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 ...

The idea of this paper is to use the multivariate normal inverse Gaussian (MNIG) distribution as the conditional distribution for a multivariate GARCH model. The MNIG distribution belongs to a very ...

Multivariate normal distribution, principal components analysis, factor analysis, latent variable models, latent class analysis and structural equations models.