Many multivariate statistical methods call upon the assumption of multivariate normality. However, many researchers fail to test this assumption. This omission could be due either to ignorance of the existence of tests of multivariate normality or confusion about which test to use. Although at least 50 tests of multivariate normality exist, relatively little is known about the power of these pr...

Reference values seem crucial to both veterinary medicine and human medicine. The main critique is that the theoretical connections between the concepts of reference values, normality, and health are weak. In this paper, we analyze especially one attempt in veterinary medicine to establish such a theoretical connection. We find that this attempt fails because it is circular. In conclusion, we w...

This paper is devoted to two different two-time-scale stochastic approximation algorithms for superquantile, also known as conditional value-at-risk, estimation. We shall investigate the asymptotic behavior of a Robbins-Monro estimator and its convexified version. Our main contribution establish almost sure convergence, quadratic strong law iterated logarithm our estimates via martingale approa...