Lecture Notes-Monograph Series, Vol. 42, Mathematical Statistics and Applications: Festschrift for Constance van Eeden (2003), pp. 397-416 (20 pages) Most of the recent results on tests for ...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...
This short course will provide an overview of non-parametric statistical techniques. The course will first describe what non-parametric statistics are, when they should be used, and their advantages ...