Some aspects of non-standard multivariate analysis
File(s)
Accepted version
Author(s)
Battey, Heather
Cox, David R
Type
Journal Article
Abstract
A broad review is given of some areas of multivariate analysis that are not frequently emphasized. We start with situations in which underlying distributions are far from multivariate normal form, so that standard methods of multivariate analysis based on covariances are likely to be unsatisfactory. We emphasize the important distinction between internal and external analyses associated with multiple outcomes. A second broad theme relates to multiple outcomes generated by time or spatial series in which long-range dependence operates. Some implications are summarized.
Date Issued
2022-03
Date Acceptance
2021-06-23
Citation
Journal of Multivariate Analysis, 2022, 188, pp.1-8
ISSN
0047-259X
Publisher
Elsevier
Start Page
1
End Page
8
Journal / Book Title
Journal of Multivariate Analysis
Volume
188
Copyright Statement
© 2021 Elsevier Inc. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Sponsor
Engineering and Physical Sciences Research Council
Engineering & Physical Science Research Council (EPSRC)
Identifier
https://www.sciencedirect.com/science/article/pii/S0047259X21000889?via%3Dihub
Grant Number
EP/T01864X/1
EP/T01864X/1
Subjects
Statistics & Probability
0104 Statistics
1403 Econometrics
Notes
Invited contribution to the 50th anniversary issue.
Publication Status
Published
Article Number
ARTN 104810
Date Publish Online
2021-08-20