The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-square difference tests are asymp...

Much published work over the years has pointed to the differences between business-to-consumer (B2C) and business-to-business (B2B) marketing. An undesirable by-product of this sometimes misdirected distinction is that managers working within B2B environments have generally not considered the use of what are seen as B2C techniques, such as multivariate statistical analysis. This article is stru...

Abstract: Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be controlled through nested regions of multivariate p-values of test statistics. If the distributions of the test statistics are known, then the regio...

This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Eric R. Ziegel, BP Naperville Complex, Mail Code C-7, 150 West Warrenville Road, Naperville, IL 60563-8460 ([email protected]). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of ...

This contribution is intended to serve as an introduction-by-example for prospective students and the casual observer. For more details and greater rigour, the interested reader should consult the published papers. What are multiplicative random cascade models (MRCM’s), and why are they relevant? Turbulence in fluids must necessarily obey the Navier-Stokes equation, while the QCD lagrangian in ...

The multivariate Bayesian scan statistic (MBSS) is a recently proposed, general framework for event detection and characterization in multivariate space-time data. MBSS integrates prior information and observations from multiple data streams in a Bayesian framework, computing the posterior probability of each type of event in each space-time region. MBSS has been shown to have many advantages o...

A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the history of one time series to predict the current state of another, conditional on all other past information. While the Granger Causality (GC) principle remains uncontested, its literal application is challenged by practica...

The quality of feature has significant impact on the performance of detection techniques used for Denial-of-Service (DoS) attack. The features that fail to provide accurate characterization for network traffic records make the techniques suffer from low accuracy in detection. Although researches have been conducted and attempted to overcome this problem, there are some constraints in these work...

High-dimensional contingency tables tend to be sparse, and standard goodness-of-fit statistics such as X2 cannot be used without pooling categories. As an improvement on arbitrary pooling, for goodness of fit of large 2n contingency tables, we propose classes of quadratic form statistics based on the residuals of margins or multivariate moments up to order r. These classes of test statistics ar...

The application of multivariate statistical methods to high mountain lakes monitoring data has offered some important conclusions about the importance of environmetric approaches in lake water quality assessment. Various methods like cluster analysis and principal components analysis were used for classification and projection of the data set from a big number of lakes from Pirin Mountain in Bu...