Invariant normal models
From MaRDI portal
Publication:1244770
DOI10.1214/AOS/1176343004zbMath0373.62029OpenAlexW1994632521MaRDI QIDQ1244770
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343004
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (33)
Estimation of proportional covariances in the presence of certain linear restrictions. ⋮ Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions ⋮ The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble ⋮ Characterization of the Jørgensen set in generalized linear models ⋮ Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms ⋮ Group-invariant analogues of Hadamard's inequality ⋮ Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss ⋮ The Wishart distribution on symmetric cones ⋮ Group symmetry and covariance regularization ⋮ Estimation of means in graphical Gaussian models with symmetries ⋮ Symmetry studies and decompositions of entropy ⋮ Concentration inequalities for multivariate distributions. I: Multivariate normal distributions ⋮ A numerical procedure for finding the positive definite matrix closest to a patterned matrix ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance ⋮ An expectation formula for the multivariate Dirichlet distribution ⋮ Wishart distributions on homogeneous cones ⋮ Model selection in the space of Gaussian models invariant by symmetry ⋮ Marginal permutation invariant covariance matrices with applications to linear models ⋮ On non-null distributions connected with testing that a real normal distribution is complex ⋮ General balance and treatment permutations ⋮ The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix ⋮ Symmetry and lattice conditional independence in a multivariate normal distribution ⋮ Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras ⋮ Shift permutation invariance in linear random factor models ⋮ Modeling through group invariance: an interesting example with potential applications. ⋮ Two testing problems relating the real and complex multivariate normal distributions ⋮ Linear estimating equations for exponential families with application to Gaussian linear concentration models ⋮ Integral Representation of Quaternion Elliptical Density and its Applications ⋮ On the real representation of quaternion random variables ⋮ On Hotelling’s T2 test in a special paired sample case ⋮ Maximum-likelihood estimation of the parameters of a multivariate normal distribution ⋮ Decomposition and Bayesian analysis of invariant normal linear models
This page was built for publication: Invariant normal models