The following pages link to (Q3136286):
Displaying 50 items.
- A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
- A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions (Q1733119) (← links)
- Multivariate tests based on left-spherically distributed linear scores (Q1807143) (← links)
- Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions (Q1840777) (← links)
- Local influence in multivariate elliptical linear regression models (Q1855351) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Spherical ensembles (Q1947083) (← links)
- Multimatricvariate distribution under elliptical models (Q2242880) (← links)
- On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices (Q2257026) (← links)
- On generalized Wishart distributions. II: Sphericity test (Q2257027) (← links)
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
- A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- Statistical theory of shape under elliptical models via polar decompositions (Q2300093) (← links)
- Influence diagnostics in elliptical spatial linear models (Q2351818) (← links)
- A new family of slash-distributions with elliptical contours (Q2373661) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- The distribution of residuals from a general elliptical linear model (Q2455722) (← links)
- On Mardia's and Song's measures of kurtosis in elliptical distributions (Q2482132) (← links)
- Sequences of elliptical distributions and mixtures of normal distributions (Q2489755) (← links)
- The matrix-\(t\) distribution and its applications in predictive inference (Q2489783) (← links)
- Statistical inference for location and scale of elliptically contoured models with monotone missing data (Q2495829) (← links)
- Complex elliptical distributions with application to shape analysis (Q2498752) (← links)
- The distribution of the residual from a general elliptical multivariate linear model (Q2507749) (← links)
- Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context (Q2507883) (← links)
- Singular extended skew-elliptical distributions (Q2510039) (← links)
- Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions (Q2510918) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Estimation of parameters of parallelism model with elliptically distributed errors (Q2655283) (← links)
- On singular elliptical models (Q2980058) (← links)
- Exponential scale mixture of matrix variate Cauchy distribution (Q2997208) (← links)
- Robust Inference in Conditionally Linear Nonlinear Regression Models (Q3608258) (← links)
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844) (← links)
- $L_p$-norm uniform distribution (Q4332987) (← links)
- Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors (Q4340604) (← links)
- On the Behavior of the Distributions of the Probabilities of Misclassification in the use of the Linear Discriminant Function Under Multinonnormality (Q4353737) (← links)
- A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM (Q5069523) (← links)
- Elliptical difference based ridge and Liu type estimators in partial linear measurement error models (Q5079110) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- Influence diagnostics in the capital asset pricing model under elliptical distributions (Q5123380) (← links)
- Influence diagnostics on the coefficient of variation of elliptically contoured distributions (Q5124779) (← links)
- Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution (Q5162975) (← links)
- A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions (Q5201485) (← links)
- Multivariate Birnbaum–Saunders distribution: properties and associated inference (Q5220724) (← links)
- Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions (Q5290886) (← links)
- Likelihood ratio tests for a dose‐response effect using multiple nonlinear regression models (Q5347418) (← links)
- Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations (Q5400827) (← links)
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables (Q5427677) (← links)
- The distribution of the sample variance of the global minimum variance portfolio in elliptical models (Q5429698) (← links)
- Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables (Q5457966) (← links)
