A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

Nonparametric methodology for longitudinal data analysis is becoming increasingly popular. The analysis of multivariate longitudinal data, where data on several time courses are recorded for each ...

The past ten years have witnessed the development of handheld and portable tools, which has introduced new valuable analytical capabilities to quality assurance, quality control and manufacturing ...

In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...

Multivariate analysis is commonly used when we have more than one outcome variables for each observation. For instance, a survey of American adults’ physical and mental health might measure each ...

MANOVA is a statistical test that extends the scope of the more commonly used ANOVA, that allows differences between three or more independent groups of explanatory (independent or predictor) ...

In this paper, we study factor-based subordinated Lévy processes in their variance gamma (VG) and normal inverse Gaussian (NIG) specifications, and focus on their ability to price multivariate exotic ...