IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v188y2022ics0047259x21000889.html
   My bibliography  Save this article

Some aspects of non-standard multivariate analysis

Author

Listed:
  • Battey, H.S.
  • Cox, D.R.

Abstract

A broad review is given of some areas of multivariate analysis that are not frequently emphasized. We start with situations in which underlying distributions are far from multivariate normal form, so that standard methods of multivariate analysis based on covariances are likely to be unsatisfactory. We emphasize the important distinction between internal and external analyses associated with multiple outcomes. A second broad theme relates to multiple outcomes generated by time or spatial series in which long-range dependence operates. Some implications are summarized.

Suggested Citation

  • Battey, H.S. & Cox, D.R., 2022. "Some aspects of non-standard multivariate analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    • Handle: RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000889
    DOI: 10.1016/j.jmva.2021.104810
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X21000889
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2021.104810?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. D. R. Cox, 2002. "On some models for multivariate binary variables parallel in complexity with the multivariate Gaussian distribution," Biometrika, Biometrika Trust, vol. 89(2), pages 462-469, June.
    2. Robin J. Evans & Thomas S. Richardson, 2013. "Marginal log-linear parameters for graphical Markov models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 743-768, September.
    3. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 499-516, December.
    4. D.R. Cox, 2015. "Big data and precision," Biometrika, Biometrika Trust, vol. 102(3), pages 712-716.
    5. Yuanpei Cao & Anru Zhang & Hongzhe Li, 2020. "Multisample estimation of bacterial composition matrices in metagenomics data," Biometrika, Biometrika Trust, vol. 107(1), pages 75-92.
    6. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    7. D. R. Cox, 1972. "The Analysis of Multivariate Binary Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 113-120, June.
    8. Pipiras,Vladas & Taqqu,Murad S., 2017. "Long-Range Dependence and Self-Similarity," Cambridge Books, Cambridge University Press, number 9781107039469, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chi, Chang Koo & Murto, Pauli & Valimaki, Juuso, 2017. "All-Pay Auctions with Affiliated Values," MPRA Paper 80799, University Library of Munich, Germany.
    2. Vikram Krishnamurthy & Udit Pareek, 2015. "Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results," Operations Research, INFORMS, vol. 63(2), pages 428-434, April.
    3. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
    4. Barmalzan, Ghobad & Akrami, Abbas & Balakrishnan, Narayanaswamy, 2020. "Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 341-352.
    5. Junbo Son & Yeongin Kim & Shiyu Zhou, 2022. "Alerting patients via health information system considering trust-dependent patient adherence," Information Technology and Management, Springer, vol. 23(4), pages 245-269, December.
    6. Jian Yang, 2023. "A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation," Papers 2304.10652, arXiv.org.
    7. Ligtvoet, R., 2015. "A test for using the sum score to obtain a stochastic ordering of subjects," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 136-139.
    8. Huang, Wen-Tao & Xu, Bing, 2002. "Some maximal inequalities and complete convergences of negatively associated random sequences," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 183-191, April.
    9. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
    10. Francesco Bartolucci, 2002. "A recursive algorithm for Markov random fields," Biometrika, Biometrika Trust, vol. 89(3), pages 724-730, August.
    11. Li, Benchong & Li, Yang, 2017. "A note on faithfulness and total positivity," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 168-172.
    12. Burkett, Justin, 2015. "Endogenous budget constraints in auctions," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 1-20.
    13. Ori Davidov & Amir Herman, 2011. "Multivariate Stochastic Orders Induced by Case-Control Sampling," Methodology and Computing in Applied Probability, Springer, vol. 13(1), pages 139-154, March.
    14. Rudy Ligtvoet, 2015. "Remarks and a Correction of Ligtvoet’s Treatment of the Isotonic Partial Credit Model," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 514-515, June.
    15. Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen, 2015. "Invariance of the distribution of the maximum," MPRA Paper 63529, University Library of Munich, Germany.
    16. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
    17. Bezgina, E. & Burkschat, M., 2019. "On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 95-109.
    18. Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2022. "Efficient Allocations under Ambiguous Model Uncertainty," PSE Working Papers halshs-03828305, HAL.
    19. Xiong, Peihan & Hu, Taizhong, 2022. "On Samuel’s p-value model and the Simes test under dependence," Statistics & Probability Letters, Elsevier, vol. 187(C).
    20. Genaro Gutierrez & Anand Paul, 2000. "Analysis of the Effects of Uncertainty, Risk-Pooling, and Subcontracting Mechanisms on Project Performance," Operations Research, INFORMS, vol. 48(6), pages 927-938, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000889. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.