Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

We propose a class of moment-based tests for copulas in a parametric multivariate dynamic context for financial returns. The proposed method takes into account the effect of estimation uncertainty.

If the MODEL statement includes more than one dependent variable, you can perform multivariate analysis of variance with the MANOVA statement. The test-options define which effects to test, while the ...

From a banking supervisory perspective, this paper analyzes aspects of market risk of a supervisory trading portfolio comprised of the trading books of eleven German banks with a regulatory approved ...

Whenever you have a problem with more than two variables to sort out, multivariate analysis can offer you an answer. It's used in a variety of fields that require the examination of statistical data, ...

Customer perceptions of your company's brand are complex and difficult to predict because of the variety of factors involved. Multivariate analysis uses statistical tools such as multiple regression ...