Multivariate statistical inference encompasses methods that evaluate multiple outcomes or parameters jointly, allowing researchers to understand complex interdependencies within data. Permutation ...

Tests based on the permutation of observations are a common and attractive method of comparing two groups of outcomes, in part because they retain proper test size with minimal assumptions and can ...

The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...