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

Marc G. Genton, William Kleiber, Cross-Covariance Functions for Multivariate Geostatistics, Statistical Science, Vol. 30, No. 2 (May 2015), pp. 147-163 ...

It is shown that the property of multivariate linear regression yields a system of partial differential equations (p.d.e.'s) satisfied by the characteristic functions of the component random vectors.

Multivariable Calculus The techniques of 100-level calculus are applied and extended in the study of infinite series, vector-valued functions and functions of two or more variables. Topics include ...