Topics include multivariate normal distribution, multivariate analysis of variance and covariance (MANOVA and MACOVA), principal components, factor analysis, structure equation modeling, canonical ...

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: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

The power of statistics lies in being able to study the outcomes and effects of multiple random variables (i.e. sometimes referred to as “data”). Thus, in this module, we’ll learn about the concept of ...