Chen, Chien-Hung; Tsou, Tsung-Shan - In: Journal of Applied Statistics 38 (2011) 12, pp. 2901-2910
Multivariate normal, due to its well-established theories, is commonly utilized to analyze correlated data of various types. However, the validity of the resultant inference is, more often than not, erroneous if the model assumption fails. We present a modification for making the multivariate...