Even a change in the correlation of those parameters may indicate a problem. For that reason, multivariate monitoring, or multivariate statistics, is applied to these parameters. Multivariate analysis ...

We incorporate a reduced-rank envelope in an elliptical multivariate linear regression to improve the efficiency of estimation. The reduced-rank envelope model takes advantage of both a reduced-rank ...

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal ...