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 ...

Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution. Such assessments ...

In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...

1. Aspects of multivariate analysis -- 2. Matrix algebra and random vectors -- 3. Sample geometry and random sampling -- 4. The multivariate normal distribution -- 5. Inferences about a mean vector -- ...