Assessing multivariate normality is a fundamental prerequisite in many statistical analyses, including multivariate regression, principal component analysis and discriminant analysis. A broad spectrum ...

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 ...

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 ...

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) ...