The traditional likelihood-based test for differences in multivariate dispersions is known to be sensitive to nonnormality. It is also impossible to use when the number of variables exceeds the number ...

This is a preview. Log in through your library . Abstract This paper generalises four types of disturbance commonly used in univariate time series analysis to the multivariate case, highlights the ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

After publication of an earlier version of this paper, we received feedback that there were several incorrect references to related methods in the literature. These errors are corrected in the current ...

Objective This study aimed to investigate how knee extensor and flexor strength change over time after anterior cruciate ligament reconstruction (ACLR). Design Systematic review with longitudinal meta ...