<div dir="ltr"><p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif"">Dear Colleagues,</span></p>

<p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;box-sizing:border-box;max-height:1e +06px;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif"">Nowadays, multi-dimensional data are increasingly common,
raising the need to fit data to multivariate models and justifying the use of
multivariate methods. Therefore, we invite original research articles and
reviews that address statistical models with multivariate continuous responses
(symmetric or asymmetric), with applications to real datasets. Contributions
involving their application to high-dimensional data will be especially
welcome. Potential contributions can cover a wide range of topics, including
parameter estimation and hypothesis testing, multivariate data adjustment
techniques, residuals, and diagnostic analysis. The goal in this Special Issue
is to bring together the most recent research and practical applications in
these areas.</span></p>

<p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;box-sizing:border-box;max-height:1e +06px;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif"">In other words, this Special Issue aims to promote the
development of new approaches and fundamental research topics, with
applications in various scientific areas, seeking to improve the practices of
researchers and practitioners in statistics and related areas by offering more
robust and accurate solutions for the analysis of complex data.</span></p>

<p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif""> </span></p>

<p class="MsoNormal" style="margin:0cm 0cm 10pt;line-height:115%;font-size:11pt;font-family:Calibri,"sans-serif""><span style="font-family:Arial,"sans-serif";background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">hhttps://</span><a href="http://www.mdpi.com/si/mathematics/L6PZ379AH2" target="_blank" style="color:blue"><span style="font-family:Arial,"sans-serif";color:rgb(17,85,204);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">www.mdpi.com/si/mathematics/L6PZ379AH2</span></a></p>

<p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif""> </span></p>

<p style="margin:0cm 0cm 7.5pt;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;box-sizing:border-box;max-height:1e +06px;font-size:12pt;font-family:"Times New Roman","serif""><span style="font-size:9pt;font-family:Helvetica,"sans-serif"">Dr. Filidor Edilfonso Vilca-Labra<br style="box-sizing:border-box;max-height:1e +06px">
Dr. Camila Zeller<br style="box-sizing:border-box;max-height:1e +06px">
<em style="box-sizing:border-box;line-height:inherit;max-height:1e +06px">Guest Editors</em></span></p></div>

<br>
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