Modern Multivariate Statistical Techniques

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Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices (2013, methodology): “For more details on this procedure, see Izenman (2008).”
Robust Kalman filtering based on Mahalanobis distance as outlier judging criterion (2014, positive): “Actually the test statistic or the judging index is just the square of the Mahalanobis distance from observation yk to its mean ŷ−k (Izenman 2008, p 60), i.e., γk = M2k = (√( yk − ŷ−k )T ( Pŷ−k )−1 ( yk − ŷ−k ) )2 = (yk − ŷ−k )T ( Pŷ−k )−1 ( yk − ŷ−k ) (11) where Mk = √ (yk − ŷ−k )T(Pŷ−k…”
Multidimensional Scaling (2021, positive): “Multidimensional scaling is a family of algorithms aimed at best fitting a configuration of multivariate data in a lower dimensional space (Izenman, 2008).”
Supervised classification and mathematical optimization (2013, background): “We stress that the aim of this paper is not to study in depth Classification methods, and we refer the reader to [36] [121] [125] [197] [201] for further details.”