scientific article

From MaRDI portal
Revision as of 00:35, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3994346

zbMath0667.15010MaRDI QIDQ3994346

Jan R. Magnus

Publication date: 17 September 1992


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




Related Items (74)

Testing the equality of correlation matrices when sample correlation matrices are dependentA note about measures and Jacobians of singular random matricesBlock bialternate sum and associated stability formulaeDimensionality reduction in quadratic discriminant analysisMatrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributionsLocal identifiability of the factor analysis and measurement error model parameterMatrix exponential stochastic volatility with cross leverageFurther results on the vecd operator and its applicationsThe estimation of normal mixtures with latent variablesA note about measures, Jacobians and Moore-Penrose inverseTesting for the equality of several correlation matricesA note on Silvey's (1959) theoremLikelihood-based tests for a class of misspecified finite mixture models for ordinal categorical dataEstimating correlation matrices that have common eigenvectors.A quasi-separation principle and Newton-like scheme for coherent quantum LQG controlA numerical approach to optimal coherent quantum LQG controller design using gradient descentAn alternative approach to estimation of structural vector error correction models with long-run restrictionsModel-based principal components of correlation matricesDirect coupling coherent quantum observers with discounted mean square performance criteria and penalized back-actionThe Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued dataWEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELSMatrix variate Birnbaum-Saunders distribution under elliptical modelsOn a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and TestingEuclidean Representation of Low-Rank Matrices and Its Geometric PropertiesA multivariate regime-switching GARCH model with an application to global stock market and real estate equity returnsKronecker product permutation matrices and their application to moment matrices of the normal distributionFactor representing portfolios in large asset marketsZero-diagonality as a linear structureUnnamed ItemBounds for non-central chi-square distributions having unobservable random non-centrality parametersImpulse response analysis of cointegrated systemsLarge-dimensional factor modeling based on high-frequency observationsCorrigendum to ``Inference on impulse response functions in structural VAR modelsEigenprojections and the equality of latent roots of a correlation matrixDecoherence time control by interconnection for finite-level quantum memory systemsOn the relationship between the matrix operators, vech and vecdThe Jacobian of the exponential functionA spectral EM algorithm for dynamic factor modelsQuadratic prediction of factor scoresAsymmetric multivariate normal mixture GARCHSome tests for the equality of covariance matricesVariance least squares estimators for multivariate linear mixed modelA high-dimensional test for the equality of the smallest eigenvalues of a covariance matrixLaplace approximations to hypergeometric functions of two matrix argumentsA Schur complement approach for computing subcovariance matrices arising in a road safety measure modellingSingular random matrix decompositions: JacobiansA class of log-linear models with constrained marginal distributionsA note on marginalization of regression parameters from mixed models of binary outcomesA note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residualsConsistent non-Gaussian pseudo maximum likelihood estimatorsThe distribution of the residual from a general elliptical multivariate linear modelNormal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypothesesMultivariate rotated ARCH modelsPoisson regression for clustered dataProfessor Heinz Neudecker and matrix differential calculusGeneralised cepstral models for the spectrum of vector time seriesMatrix representations, linear transformations, and kernels for disambiguation in natural languageA gentle introduction to matrix calculusEstimation strategy of multilevel model for ordinal longitudinal dataLaplace approximation for Bessel functions of matrix argumentMatrix differential calculus with applications in the multivariate linear model and its diagnosticsConstrained visual servoing under uncertain dynamicsEffects of Parametric Uncertainties in Cascaded Open Quantum Harmonic Oscillators and Robust Generation of Gaussian Invariant StatesLaplace approximations for hypergeometric functions with Hermitian matrix argumentCommon principal components for dependent random vectorsGeneralised vec operators and the seemingly unrelated regression equations model with vector correlated disturbancesEfficient estimation in the linear simultaneous equations model with vector autoregressive disturbancesMatrix algebra for higher order momentsLocal influence in multivariate elliptical linear regression modelsProximity-Structured Multivariate Volatility ModelsEfficient estimation of general linear mixed effects modelsOn the identification of restricted factor loading matrices: An alternative conditionInfinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systemsTesting for elliptical symmetry in covariance matrix based analyses.







This page was built for publication: