In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error ...

Motivated by the need for a positive-semidefinite estimator of multivariate realized covariance matrices, we model noisy and asynchronous ultra-high-frequency asset prices in a state-space framework ...

Each estimation method is based on finding parameter estimates that minimize a badness-of-fit function that measures the difference between the observed sample covariance matrix and the predicted ...

When several measurements are taken on the same experimental unit (person, plant, machine, and so on), the measurements tend to be correlated with each other. When the measurements represent ...

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) ...