Some aspects of non-standard multivariate analysis

H.S. Battey and D.R. Cox

Journal of Multivariate Analysis, 2022, vol. 188, issue C

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.

Keywords: Binary outcomes; Non-normal multivariate dependencies; Scaling (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2021.104810

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