Multivariate Models and Methods for Correlated Data in Non-Standard Settings

点击翻译按钮获取中文摘要

The advent of sophisticated tools of measurement has given rise to new modes of data collection resulting in very large complex data, oftentimes involving mixed discrete and continuous variables or high-dimensional binary data with complex multi-level correlations. Their complex structure typically requires non-standard statistical approaches that usually entail computationally intensive methodologies. These are particularly common in many applications in engineering, finance, and in medicine and health. Conventional tools that generally rely on the assumption that the data, or some suitable transformations of them, follow a Gaussian distribution, do not directly apply in these contexts.