In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...
The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...
Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies ...
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