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 ...

Consider a sample from a multiple time series that is stationary and Gaussian. A test is presented for independence among the multivariate observations that comprise this sample. The test is a ...

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 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 ...

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 ...

Summary statistics for full-scale IQ (n=257,828) were obtained from the Social Science Genetic Association Consortium. Genetic correlations between the multivariate GenLang results (blue-green), ...

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) ...

Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...