JSTOR Daily

Inference in the Growth Curve Model under Multivariate Skew Normal Distribution

Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 82, No. 1 (May 2020), pp. 34-69 (36 pages) Existing methods for estimating the parameters of the Growth Curve Model (GCM) rely on the ...
Simon Fraser University

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 generalized least-squares and maximum ...
JSTOR Daily

The Grouped Continuous Model for Multivariate Ordered Categorical Variables and Covariate Adjustment

The grouped continuous model for multivariate ordered categorical data is described. This is based on partitioning an underlying multivariate normal distribution. Straightforward maximum likelihood ...
Risk

Risk estimation using the multivariate normal inverse Gaussian distribution

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...
Risk

Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution

This paper presents a discrete random-field model for forward prices driven by the multivariate normal inverse Gaussian distribution. The model captures the idiosyncratic risk and adequately addresses ...
lse

Multivariate Methods

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Health Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in ...