Search results for "Multivariate statistics"

So Many Variables: Joint Modeling in Community Ecology

2015

Technological advances have enabled a new class of multivariate models for ecology, with the potential now to specify a statistical model for abundances jointly across many taxa, to simultaneously explore interactions across taxa and the response of abundance to environmental variables. Joint models can be used for several purposes of interest to ecologists, including estimating patterns of residual correlation across taxa, ordination, multivariate inference about environmental effects and environment-by-trait interactions, accounting for missing predictors, and improving predictions in situations where one can leverage knowledge of some species to predict others. We demonstrate this by exa…

Option-Implied Volatility-Managed Asset Pricing Risk Factors and Resurrection of the Value Factor

2019

Option-implied volatility-managed risk factor models produce higher maximum squared Sharpe ratios than the recently proposed six-factor model, which is used as a benchmark model in this study. A model that incorporates option-implied volatility-managed risk factors based on dynamic scaling factors that systematically overestimate the expected market risk, as measured by the VIX, is superior to other asset pricing model specifications. After the death of the value factor has been repeatedly declared, it is surprising news that multivariate spanning regressions reveal that both the option-implied volatility-managed momentum and value factor are the only option-implied volatility-managed risk …

2019

Objective A short questionnaire which can be applied for assessing patient satisfaction in different contexts and different countries is to be developed. Methods Six items addressing tangibles, reliability, responsiveness, assurance, empathy, and communication were analysed. The first five items stem from SERVQUAL (SERVice QUALity), the last stems from the discussion about SERVQUAL. The analyses were performed with data from 12 surveys conducted in six different countries (England, Finland, Germany, Greece, the Netherlands, Spain) covering two different conditions (type 2 diabetes, stroke). Sample sizes for included participants are 247 in England, 160 in Finland, 231 in Germany, 152 in Gre…

Information decomposition in the frequency domain: a new framework to study cardiovascular and cardiorespiratory oscillations

2021

While cross-spectral and information-theoretic approaches are widely used for the multivariate analysis of physiological time series, their combined utilization is far less developed in the literature. This study introduces a framework for the spectral decomposition of multivariate information measures, which provides frequency-specific quantifications of the information shared between a target and two source time series and of its expansion into amounts related to how the sources contribute to the target dynamics with unique, redundant and synergistic information. The framework is illustrated in simulations of linearly interacting stochastic processes, showing how it allows us to retrieve …

Advanced Statistical Techniques

2012

Multivariate Exploratory Comparative Analysis of LaLiga Teams: Principal Component Analysis

2021

The use of principal component analysis (PCA) provides information about the main characteristics of teams, based on a set of indicators, instead of displaying individualized information for each of these indicators. In this work we have considered reducing an extensive data matrix to improve interpretation, using PCA. Subsequently, with new components and with multiple linear regression, we have carried out a comparative analysis between the best and bottom teams of LaLiga. The sample consisted of the matches corresponding to the 2015/16, 2016/17 and 2017/18 seasons. The results showed that the best teams were characterized and differentiated from bottom teams in the realization of a great…

Different Representation Procedures Originated from Multivariate Temporal Pattern Analysis of the Behavioral Response to Pain in Wistar Rats Tested i…

2019

Temporal pattern analysis is an advanced multivariate technique able to investigate the structure of behavior by unveiling the existence of statistically significant constraints among the interval length separating events in sequence. If on the one hand, such an approach allows investigating the behavioral response to pain in its most intimate and inner features, on the other hand, due to the meaning of the studies on pain, it is of relevant importance that the results utilize intuitive and easily comprehensible ways of representation. The aim of this paper is to show various procedures useful to represent the results originating from the multivariate T-pattern analysis of the behavioral re…

2018

A comprehensive monitoring of fitness, fatigue, and performance is crucial for understanding an athlete's individual responses to training to optimize the scheduling of training and recovery strategies. Resting and exercise-related heart rate measures have received growing interest in recent decades and are considered potentially useful within multivariate response monitoring, as they provide non-invasive and time-efficient insights into the status of the autonomic nervous system (ANS) and aerobic fitness. In team sports, the practical implementation of athlete monitoring systems poses a particular challenge due to the complex and multidimensional structure of game demands and player and te…

On Mardia’s Tests of Multinormality

2004

Classical multivariate analysis is based on the assumption that the data come from a multivariate normal distribution. The tests of multinormality have therefore received very much attention. Several tests for assessing multinormality, among them Mardia’s popular multivariate skewness and kurtosis statistics, are based on standardized third and fourth moments. In Mardia’s construction of the affine invariant test statistics, the data vectors are first standardized using the sample mean vector and the sample covariance matrix. In this paper we investigate whether, in the test construction, it is advantageous to replace the regular sample mean vector and sample covariance matrix by their affi…

Contribution to the taxonomy of the family Campulidae Odhner, 1926 (Digenea) by means of a morphometric multivariate analysis

1996

Digeneans of the family Campulidae occur exclusively in marine mammals, particularly in cetaceans. Their taxonomy is confused, being based on adult morphology only. We used a multivariate discriminant analysis of morphometric data to provide new evidence on the taxonomy of the Campulidae. Measurements of 217 specimens from 21 species of all seven genera of the family were taken. The percentage of specimens correctly assigned into their own species was 96.3%. The first three discriminant functions accounted for most of the variation between the species, which were grouped together in suprageneric groups along the first and the second function. The ordination pattern observed conforms partly …