Multivariate Analysis: Future Directions 2

Abstract

Non-normal multivariate distributions - inference based on elliptically contoured distributions, T.W. Anderson the present and future of Bayesian multivariate analysis, J.O. Berger estimation in semiparametric models, P.J. Bickel inference of properties of sets from subsets, N.K. Bose an information inequality for the Bayes risk under truncated squared error loss, L.D. Brown some recent work on methods for the analysis of multivariate observational data in the social sciences, D.R. Cox and N. Wermuth discrete passive modelling of physical systems described by partial differential equations, A. Fettweis properties of pairs of matrices and state models for 2D systems - state dynamics and geometry of the pairs, models structure and realization problems, E. Fornasini and G. Marchesini error bounds for asymptotic approximations of some distribution functions, Y. Fujikoshi on applying the conjugate-gradient algorithm to image processing problems, D.M. Goodman et al selection and screening procedures in multivariate analysis, S.S. Gupta and S. Parchapakesan robust stability of two-dimensional digital filters under coefficient perturbation, E.I. Jury stochastic differential equations in infinite dimensions - a brief survey and some new directions of research, G. Kallianpur and J. Xiong a general class of variance inequalities, S. Karlin bispectral analysis of nonstationary processes, M.B Priestley and M.M. Gabr some recent contributions to multitarget tracking, C. Rao et al an approach to stochastic integration - a generalized and unified treatment, M.M. Rao multivariate analysis with few or incomplete observations, J.N. Srivastava major challenges for multiple-response (and multiple-adjustment) analysis, J.W. Tukey visualizing multivariate data, E.J. Wegman et al characterization and estimation for multivariate Markov random fields by spectral methods, J. Yuan.