A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

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} ...

The past ten years have witnessed the development of handheld and portable tools, which has introduced new valuable analytical capabilities to quality assurance, quality control and manufacturing ...

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 ...

Before we learn how to perform multivariate regression in Excel, it is important to have a refresher on regression as a whole and multivariate regression in particular. One of the hallmarks of human ...