Some contributions to the analysis of multivariate data

In this paper, we provide an overview of recently developed methods for the analysis of multivariate data that do not necessarily emanate from a normal universe. Multivariate data occur naturally in the life sciences and in other research fields. When drawing inference, it is generally recommended to take the multivariate nature of the data into account, and not merely analyze each variable separately. Furthermore, it is often of major interest to select an appropriate set of important variables. We present contributions in three different, but closely related, research areas: first, a general approach to the comparison of mean vectors, which allows for profile analysis and tests of dimensionality; second, non‐parametric and parametric methods for the comparison of independent samples of multivariate observations; and third, methods for the situation where the experimental units are observed repeatedly, for example, over time, and the main focus is on analyzing different time profiles when the number p of repeated observations per subject is larger than the number n of subjects.