We introduce the matrix multivariate auto-distance covariance and correlation functions for time series, discuss their interpretation and develop consistent estimators for practical implementation. We ...

Abstract. An asymptotic theory for canonical correlation analysis is given for multivariate populations with finite fourth moments. The asymptotic distributions of the sample canonical correlation ...

PresenterMichael HunterFirst presented atJune 2021 virtual WorkshopContentThis video takes us from the univariate ACE model to a multivariate ACE model: from ACE to MACE. We begin with a review of the ...