Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

Stochastic analysis of multivariate distributions encompasses the theoretical and computational methods used to characterise, compare and infer the behaviour of multiple interdependent random ...

Multivariate models more general than the standard multivariate linear model have received considerable attention in both the statistical and econometric literature; see Srivastava (1966, 1967, 1968) ...