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Multivariate Analysis
Article Type
- Overviews (17)
- Advanced Reviews (20)
- Focus Articles (12)
Multivariate Analysis
Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests
Advanced Review
Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert
Published Online: May 04 2021
DOI:10.1002/wics.1556
Copulae: An overview and recent developments
Advanced Review
Joshua Größer, Ostap Okhrin
Published Online: Apr 03 2021
DOI:10.1002/wics.1557
Aggregating predictions from experts: A review of statistical methods, experiments, and applications
Advanced Review
Thomas McAndrew, Nutcha Wattanachit, Graham C. Gibson, Nicholas G. Reich
Published Online: Jun 16 2020
DOI:10.1002/wics.1514
30 Years of space–time covariance functions
Advanced Review
Emilio Porcu, Reinhard Furrer, Douglas Nychka
Published Online: May 20 2020
DOI:10.1002/wics.1512
On nonparametric conditional independence tests for continuous variables
Advanced Review
Xiaodan Fan, Chun Li
Published Online: Dec 26 2019
DOI:10.1002/wics.1489
High‐dimensional covariance matrix estimation
Advanced Review
Clifford Lam
Published Online: Oct 23 2019
DOI:10.1002/wics.1485
Envelope methods
Overview
R. Dennis Cook
Published Online: Oct 03 2019
DOI:10.1002/wics.1484
Soft clustering
Advanced Review
Paolo Giordani, Maria Brigida Ferraro
Published Online: Jun 17 2019
DOI:10.1002/wics.1480
Matrix completion from a computational statistics perspective
Advanced Review
Eric C. Chi, Tianxi Li
Published Online: Jun 09 2019
DOI:10.1002/wics.1469
High‐dimensional covariance estimation for Gaussian directed acyclic graph models with given order
Focus Article
Kshitij Khare, Jerome Taylor
Published Online: May 22 2019
DOI:10.1002/wics.1468
Insurance risk assessment in the face of climate change: Integrating data science and statistics
Advanced Review
Vyacheslav Lyubchich, Nathaniel K. Newlands, Azar Ghahari, Tahir Mahdi, Yulia R. Gel
Published Online: Apr 17 2019
DOI:10.1002/wics.1462
Multiple and multiway correspondence analysis
Advanced Review
Rosaria Lombardo, Eric J. Beh
Published Online: Apr 08 2019
DOI:10.1002/wics.1464
Nonparametric density estimation for high‐dimensional data—Algorithms and applications
Advanced Review
Zhipeng Wang, David W. Scott
Published Online: Apr 02 2019
DOI:10.1002/wics.1461
Factor analysis: Latent variable, matrix decomposition, and constrained uniqueness formulations
Advanced Review
Kohei Adachi
Published Online: Mar 19 2019
DOI:10.1002/wics.1458
A review of quadratic discriminant analysis for high‐dimensional data
Overview
Yingli Qin
Published Online: May 17 2018
DOI:10.1002/wics.1434
In defense of Pratt's variable importance axioms: A response to Gromping
Focus Article
Bruno D. Zumbo, Ernest Kwan, D. Roland Thomas
Published Online: Mar 25 2018
DOI:10.1002/wics.1433
Estimation and testing for separable variance–covariance structures
Overview
Pierre Dutilleul
Published Online: Mar 24 2018
DOI:10.1002/wics.1432
Permutation methods. Part II
Overview
Kenneth J. Berry, Janis E. Johnston, Paul W. Mielke, Lindsay A. Johnston
Published Online: Feb 08 2018
DOI:10.1002/wics.1429
Kernel‐based measures of association
Overview
Ying Liu, Victor de la Pena, Tian Zheng
Published Online: Jan 04 2018
DOI:10.1002/wics.1422
Minimum covariance determinant and extensions
Advanced Review
Mia Hubert, Michiel Debruyne, Peter J. Rousseeuw
Published Online: Dec 22 2017
DOI:10.1002/wics.1421
Estimation of covariance and precision matrix, network structure, and a view toward systems biology
Overview
Mikko J. Sillanpää, Markku O. Kuismin
Published Online: Sep 28 2017
DOI:10.1002/wics.1415
Statistical analysis of financial data with many zeros
Focus Article
Kai‐Sheng Song, Robert Kieschnick
Published Online: Jun 19 2017
DOI:10.1002/wics.1399
A review of multivariate distributions for count data derived from the Poisson distribution
Advanced Review
David I. Inouye, Eunho Yang, Genevera I. Allen, Pradeep Ravikumar
Published Online: Mar 28 2017
DOI:10.1002/wics.1398
Variable importance in regression models
Corrigendum
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