Distinctness of the eigenvalues of a quadratic form in a multivariate sample
From MaRDI portal
Cited in
(46)- A multivariate approach for estimating the random effects variance component in one-way random effects model.
- Computation of maximum likelihood estimates in cyclic structural equation models
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
- Half-trek criterion for identifiability of latent variable models
- Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
- Partial data problems and unique continuation in scalar and vector field tomography
- Unitarily invariant errors-in-variables estimation
- Estimating the number of factors to include in a high-dimensional multivariate bilinear model
- Canonical correlation and reduction of multiple time series
- Growth curve mixture models with unknown covariance structures
- The structure of completely positive matrices according to their CP-rank and CP-plus-rank
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- Semiparametric estimation of fractional cointegrating subspaces
- Rates of convergence for spline estimates of additive principal components
- Nonparametric estimation of multivariate convex-transformed densities
- Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
- Two testing problems relating the real and complex multivariate normal distributions
- Shifted multiplicative models for nonadditive two-way tables
- Asymptotic optimality of multivariate linear hypothesis tests
- Shortcomings of generalized affine invariant skewness measures
- Consistency of regression estimates when some variables are subject to error
- Local influence assessment in the growth curve model with unstructured covariance
- Faithfulness in chain graphs: the discrete case
- On generalized multivariate analysis of variance
- Large sample theory for distributions on the hypersphere with rotational symmetries
- Separation and completeness properties for AMP chain graph Markov models.
- On the posterior distribution of the covariance matrix of the growth curve model
- Sphericity test in a GMANOVA-MANOVA model with normal error
- Rank of a quadratic form in an elliptically contoured matrix random variable
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
- Testing for equality of ordered eigenvectors of two multivariate normal populations
- A Simple Rule for the Selection of Principal Components
- Optimal nonlinear transformations of random variables
- The asymptotic behavior of a variant of multivariate kurtosis
- Global identifiability of linear structural equation models
- Half-trek criterion for generic identifiability of linear structural equation models
- Noncentral matrix quadratic forms of the skew elliptical variables
- Statistical inference with regularized optimal transport
- The joint distribution of Studentized residuals under elliptical distributions
- Multiple outlier detection in growth curve model with unstructured covariance matrix
- Estimation of high-dimensional graphical models using regularized score matching
- On the nonsingularity of principal submatrices of a random orthogonal matrix
- A test of the hypothesis of partial common principal components
- Principal Component Analysis of High-Frequency Data
- Global strong convexity and characterization of critical points of time-of-arrival-based source localization
This page was built for publication: Distinctness of the eigenvalues of a quadratic form in a multivariate sample
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2560692)