Results 101 to 110 of about 219,896 (196)
, 2012 This thesis provides an introduction to several topics in multivariate statistics. The topics investigated include the multivariate normal distribution, discriminant analysis, and the T^2-test. This thesis yields a reasonable blend of theory and practice.
Dailey, Joshua A
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Singular random matrix decompositions: distributions. [PDF]
, 2002 Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and Polar decompositions of matrix Y are determined, for ...
González Farías, Graciela +3 more
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Applications of statistics in flood frequency analysis
, 2012 Estimation of the probability of occurrence of future flood events at one or more locations across a river system is frequently required for the design of bridges, culverts, spillways, dams and other engineering works.
Ahmad, Muhammad Idrees
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Multivariate L1 Statistical Methods: The Package MNM
In the paper we present an R package MNM dedicated to multivariate data analysis based on the L_1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L_2 norm is just replaced by different L_1 norms, observation
Klaus Nordhausen, Hannu Oja
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A Nonparametric Multivariate Control Chart Based on Data Depth [PDF]
For the design of most multivariate control charts, it is assumed that the observations follow a multivariate normal distribution. In practice, this assumption is rarely satisfied.
Weihs, Claus +2 more
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In this paper, we consider n independent observations from a multivariate normal distribution and discuss the multivariate order statistics induced by ordering linear combinations of the components observed.
Balakrishnan, N.
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An algorithm for the computation of multivariate normal and multivariate t probabilities over general hyperellipsoidal regions is given. A special case is the calculation of probabilities for central and noncentral F and x^2 distributions.
Paul N. Somerville
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On observational variance learning for multivariate Bayesian time series and related models [PDF]
This thesis is concerned with variance learning in multivariate dynamic linear models (DLMs). Three new models are developed in this thesis. The first one is a dynamic regression model with no distributional assumption of the unknown variance matrix.
Triantafyllopoulos, K.
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Asymmetric Multivariate Normal Mixture GARCH [PDF]
An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed.
Markus Haas +2 more
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Tools for Exploring Multivariate Data: The Package ICS
Invariant coordinate selection (ICS) has recently been introduced as a method for exploring multivariate data. It includes as a special case a method for recovering the unmixing matrix in independent components analysis (ICA).
Klaus Nordhausen +2 more
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