scientific article

From MaRDI portal
Revision as of 09:35, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3713374

zbMath0587.62097MaRDI QIDQ3713374

Morris L. Eaton

Publication date: 1983


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Wald Statistics in high-dimensional PCAPredictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression ModelIntroduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with GeomstatsWhy Jordan algebras are natural in statistics: quadratic regression implies Wishart distributionsAnalysis of multivariate repeated measures data with a Kronecker product structured covariance matrixLinear. empirical bayes estimation in the case of the wishart distributionPatterns in eigenvalues: the 70th Josiah Willard Gibbs lectureBondad de ajuste y las look-alikes samplesOn a multiple endpoints testing problemSave: a method for dimension reduction and graphics in regressionTowards an optimum test for non-additivity in Tukey's modelSymmetry studies for data analysisStudentization and prediction in a multivariate normal settingCorrelation between compositional parts based on symmetric balancesWeighted pivot coordinates for compositional data and their application to geochemical mappingModerate deviation principles for classical likelihood ratio tests of high-dimensional normal distributionsAsymptotically efficient estimation of smooth functionals of covariance operatorsSingular Gaussian graphical models: Structure learningLinear algebra and multivariate analysis in statistics: development and interconnections in the twentieth centuryUnnamed ItemProbabilistic assessment of small disturbance stability in multimachine power systemsInference about the parameters of a bi-variate simultaneous equation model: structural approachThe most powerful location and scale invariant test under the assumption of symmetryExploratory data analysis for interval compositional dataIntegration of survival data from multiple studiesOn Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness CriterionInterfacing biology, category theory and mathematical statisticsFast same-step forecast in SUTSE model and its theoretical propertiesValuation of general GMWB annuities in a low interest rate environmentThe moderate deviation principles of likelihood ratio tests under alternative hypothesisWeighting of parts in compositional data analysis: advances and applicationsComputational aspects of the EM algorithm for spatial econometric models with missing dataA note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributionsAsymptotic distributions for likelihood ratio tests for the equality of covariance matricesMarkov chain stochastic DCA and applications in deep learning with PDEs regularizationCompositional cubes: a new concept for multi-factorial compositionsParametric Lie group structures on the probabilistic simplex and generalized compositional dataA study of two high-dimensional likelihood ratio tests under alternative hypothesesMultivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimationsUnnamed ItemThe eigenstructure of block-structured correlation matrices and its implications for principal component analysisStatistical arbitrage with vine copulasIntermediate-level crossings of a first-passage pathThe rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrixInfinitely divisible multivariate and matrix gamma distributionsAspects of two group concordancePropriety of intrinsic priors in invariant testing situationsIsocliny in spinor space and Wilson fermionsA decomposition for a stochastic matrix with an application to MANOVAGeneralized Wishart distribution for probabilistic structural dynamicsEstimation in a growth curve model with singular covarianceOn the Distribution of General Quadratic Functions in Normal VectorsNonparametric multivariate kurtosis and tailweight measuresAll Invariant Moments of the Wishart DistributionTwo step-down tests for equality of covariance matricesAssessing a vector of clinical observationsThe formal posterior of a standard flat prior in MANOVA is incoherentOn the cumulants of affine equivariant estimators in elliptical familiesLargest entries of sample correlation matrices from equi-correlated normal populationsLinear Models Based on Noisy Data and the Frisch SchemeRandom orthogonal matrices and the Cayley transformResponse surface designs using the generalized variance inflation factorsFinite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T2-statisticOn the variance parameter estimator in general linear modelsTransformations which preserve exchangeability and application to permutation testsTesting problems with nuisance parameters: Linear models under non-classical assumptionsEstimation of parameters in the extended growth curve model via outer product least squares for covarianceMaximal Invariant and Weakly Equivariant EstimatorsThe Matsumoto\,-\,Yor property and the structure of the Wishart distributionAsymptotic study of the multivariate functional model in the case of a random number of observations for each meanLogratio Approach to Distributional ModelingLikelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling unitsA characterization of spherical distributionsBayesian polynomial regression models to fit multiple genetic models for quantitative traitsBayesian point estimation of the cointegration spaceThe geometrical interpretation of statistical tests in multivariate linear regressionA weak characterization of real Wishart matrices by quadratic formsTensor products and statisticsA geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) errorCharacterization of the Jørgensen set in generalized linear modelsOptimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errorsEstimating covariance in a growth curve modelCochran theorems for a multivariate elliptically contoured modelFinite-sample inference with monotone incomplete multivariate normal data. I.Likelihood ratio tests of correlated multivariate samplesFinite-sample inference with monotone incomplete multivariate normal data. IIOptimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approachRegression-based prediction for two-stage survey data with correlated normal errorsFitting Laplacian regularized stratified Gaussian modelsGaussian process approximations for fast inference from infectious disease dataDeterminant formulas with applications to designing when the observations are correlatedSome remarks on \({\mathcal U}(p;m,n)\) distributionsMultivariate analysis of variance with fewer observations than the dimensionWishart and chi-square distributions associated with matrix quadratic formsCanonical analysis of two Euclidean subspaces and its applicationsProbabilistic partial least squares model: identifiability, estimation and applicationLimit theorems for beta-Jacobi ensemblesSupervised dimension reduction for ordinal predictorsWishart and pseudo-Wishart distributions and some applications to shape theory




This page was built for publication: