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Some aspects of non-standard multivariate analysis

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  • 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
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    References listed on IDEAS

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    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, October.
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