Book Overview

This book presents recent developments in multivariate and robust statistical methods. Featuring contributions by leading experts in the field, it covers various topics, including multivariate and high-dimensional methods, time series, graphical models, robust estimation, supervised learning and normal extremes.

Intended Audience

It will appeal to statistics and data science researchers, PhD students and practitioners who are interested in modern multivariate and robust statistics.

Dedication and Special Content

The book is dedicated to David E. Tyler on the occasion of his pending retirement and also includes a review contribution on the popular Tyler’s shape matrix.