A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

The past ten years have witnessed the development of handheld and portable tools, which has introduced new valuable analytical capabilities to quality assurance, quality control and manufacturing ...

In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...

Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...

In this paper, we study factor-based subordinated Lévy processes in their variance gamma (VG) and normal inverse Gaussian (NIG) specifications, and focus on their ability to price multivariate exotic ...

Summary statistics for full-scale IQ (n=257,828) were obtained from the Social Science Genetic Association Consortium. Genetic correlations between the multivariate GenLang results (blue-green), ...

This video takes us from the univariate ACE model to a multivariate ACE model: from ACE to MACE. We begin with a review of the univariate ACE model, and then extend this to two phenotypes as a ...