Multivariate Analysis and Its Applications

Abstract

The main lines of research undertaken during the period are: Probability Theory: Major advances were made in obtaining Edgeworth expansions in a variety of situations, e.g., involving discrete variables, and errors in variables models. New limit theorems were established and their applications were discussed. Several contributions have been made to characterization theory. Linear Models and Time Series: New methods of forecasting were developed using dynamic linear models and multiple bilinear time series models. Multivariate Analysis: Topics of research in this area included inference on interclass and intraclass correlations and principal component analysis. M-estimation: A unified theory of robust inference (estimation and tests of hypotheses) was developed using a convex discrepancy function for minimization.

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Document Details

Document Type
Technical Report
Publication Date
Jan 31, 1991
Accession Number
ADA241412

Entities

People

  • Calyampudi Radhakrishna Rao

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Data Science
  • Delphi Method
  • Factor Analysis
  • Hypotheses
  • Information Science
  • Multivariate Analysis
  • Probability
  • Scientific Research
  • Standards
  • Universities

Readers

  • Regression Analysis.
  • Statistical inference.
  • Theoretical Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms