The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.

Matrix expressions relating the theoretical autocovariances of autoregressive moving average (ARMA) processes to their parameters are derived and used to design an efficient procedure for computing ...

Professor Klaus Nordhausen develops modern multivariate statistical methods to analyze high-dimensional and large datasets in different fields.

MANOVA is a statistical test that extends the scope of the more commonly used ANOVA, that allows differences between three or more independent groups of explanatory (independent or predictor) ...