We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.

Researchers lift FSS from unary to multivariate: two-layer OT-linked binary trees shrink distributed comparison function key size from O(λn²) to O(λn) ...

Thomas Mathew, Manoj Kumar Sharma, , Tolerance Regions and Multiple-Use Confidence Regions in Multivariate Calibration, The Annals of Statistics, Vol. 26, No. 5 (Oct ...

Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 77-101 (25 pages) https://doi.org ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variable under consideration. Multivariate analysis techniques may be used for several ...

Robert Stammer, CFA, is the former director of investor engagement at CFA Institute and writes on thought leadership in the investment management industry. Charlene Rhinehart is a CPA , CFE, chair of ...

Before we learn how to perform multivariate regression in Excel, it is important to have a refresher on regression as a whole and multivariate regression in particular. One of the hallmarks of human ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...