In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...

Multivariate data analysis (MVDA) is being used to effectively handle complex datasets generated by process analytical technology (PAT) in biopharmaceutical process development and manufacturing.

This paper discusses the effects of temporal aggregation on causality and forecasting in multivariate GARCH processes. It is shown that spurious instantaneous causality in variance will only appear in ...

Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies ...

Spatial point processes constitute a fundamental statistical framework for modelling the spatial distribution of events across a continuum. This field bridges theoretical developments in probability ...