Statistical Properties of Multivariate Autoregressive Spectral Analysis

Modeling of Banks ‌Bankruptcy in Iran (Multivariate Statistical Analysis)

In this paper we construct a modeling for detection of banks which are experiencing serious problems. Sample and variable set of the study contains 30 banks of Iran during 2006-2014 and their financial ratios. Well known multivariate statistical technique (principal component analysis) was used to explore the basic financial characteristics of the banks, and discriminant Logit and Probit models ...

Tomographic Spectral Imaging with Multivariate Statistical Analysis: Comprehensive 3D Microanalysis.

A comprehensive three-dimensional (3D) microanalysis procedure using a combined scanning electron microscope (SEM)/focused ion beam (FIB) system equipped with an energy-dispersive X-ray spectrometer (EDS) has been developed. The FIB system was used first to prepare a site-specific region for X-ray microanalysis followed by the acquisition of an electron-beam generated X-ray spectral image. A sm...

Multivariate Statistical Analysis

Classical multivariate statistical methods concern models, distributions and inference based on the Gaussian distribution. These are the topics in the first textbook for mathematical statisticians by T.W. Anderson that was published in 1958 and that appeared as a slightly expanded 3rd edition in 2003. Matrix theory and notation is used there extensively to efficiently derive properties of the m...

Applied Multivariate Statistical Analysis

Regularized adaptive long autoregressive spectral analysis

This paper is devoted to adaptive long autoregressive spectral analysis when i) very few data are available and ii) information does exist beforehand concerning the spectral smoothness and time continuity of the analyzed signals. The contribution is founded on two papers by Kitagawa and Gersch [1], [2]. The first one deals with spectral smoothness in the regularization framework, while the seco...