The goal of this talk is to familiarize those in attendance with some common multivariate methods, such as principal component analysis, factor analysis, Hotelling’s T 2, etc. We’ll try to motivate ...

Our research group develops modern and efficient multivariate statistical methods tailored for different types of multivariate data, such as time series, spatial data, spatio-temporal data, or ...

This course is available on the MPhil/PhD in Statistics, MSc in Data Science, MSc in Marketing, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) ...

Clustered data occur frequently in statistical practice. In some areas of application, such as ophthalmology, clustered data are the rule rather than the exception. In this setting, standard ...

In this thesis, multivariate state space models are developed to combine time series observed with repeated sample surveys with a large number of auxiliary series based on related Google searches. To ...