Functional relationships having many independent variables and errors with multivariate normal distribution

Screening for a Multivariate Mixture Normal Distribution

Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...

Multivariate Normal Distribution and Confidence Ellipses

the Normal Distribution's familiar "bell curve". The latter term can be interpreted as a description of squared of distance (x  between some value of x who's probability is being assessed (along the x axis), and  the center of the probability density distribution, "standardized" by the distribution's known variance 2. It should be noted that f(x) only depends on this single scalar range var...

Discrimination with Many Variables

Many statistical methods for discriminant analysis do not adapt well or easily to situations where the number of variables is large, possibly even exceeding the number of cases in the training set. We explore a variety of methods for providing robust identiication of future samples in this situation. We develop a range of exible Bayesian methods, and primarily a new hierarchical covariance comp...

screening for a multivariate mixture normal distribution