Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

Topics include multivariate normal distribution, multivariate analysis of variance and covariance (MANOVA and MACOVA), principal components, factor analysis, structure equation modeling, canonical ...

We propose a pseudo-likelihood method utilizing pairs of variables that provides MLEs of mean and unstructured covariance parameters corresponding to a multivariate normal or lognormal distribution in ...