Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

Kocherlakota Subrahmaniam, Recent Trends in Multivariate Normal Distribution Theory: On the Zonal Polynomials and Other Functions of Matrix Argument, Sankhyā: The Indian Journal of Statistics, Series ...

An introduction to the theory and application of modern multivariate methods used in the Social Sciences: Multivariate normal distribution, principal components analysis, factor analysis, latent ...

We propose a pseudo-likelihood method utilizing pairs of variables that provides MLEs of mean and unstructured covariance parameters corresponding to a multivariate normal or lognormal distribution in ...

We focus on the comparison between our robust multivariate LAD-LASSO and the multivariate normal LASSO method.