Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

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 ...

In this paper a class of multivariate dispersion models generated from the multivariate Gaussian copula is presented. Being a multivariate extension of Jørgensen's (1987a) dispersion models, this ...

Environmental data often include left-censored values reported to be less than some limit of detection (LOD). While simple imputation of a specific value such as LOD/2 is common, maximum likelihood ...