This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

This is a preview. Log in through your library . Abstract In a special case of Polya's urn scheme, the probability that the first n draws are all of the same color is interpreted as a function of the ...

Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...