The class of multivariate Lévy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of ...
We consider the relative performance of two common approaches to multiple imputation (MI): joint multivariate normal (MVN) MI, in which the data are modeled as a sample from a joint MVN distribution; ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
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