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 ...

Measures of Multivariate Kurtosis In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default ...

For this distribution, the moment generating function is obtained, comparison is made with the case of independence, the distribution of the minimum is discussed, and various other properties are ...

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

Victor Chew, Confidence, Prediction, and Tolerance Regions for the Multivariate Normal Distribution, Journal of the American Statistical Association, Vol. 61, No. 315 (Sep., 1966), pp. 605-617 Free ...

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 ...

Students must have completed Further Mathematical Methods (MA212) and Probability, Distribution Theory and Inference (ST202). Course content An introduction to the theory and application of modern ...