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 ...
Statistical estimation for multivariate distributions encompasses a broad array of techniques designed to infer the joint behaviour of multiple variables. Parametric approaches such as maximum ...
There is an increasing need to use multivariate statistical methods for understanding biological functions, identifying the mechanisms of diseases and exploring biomarkers. In addition to classical ...