Matrix reshaping for statistics
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Cites work
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- A new kurtosis matrix, with statistical applications
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
- scientific article; zbMATH DE number 1250544 (Why is no real title available?)
- scientific article; zbMATH DE number 512575 (Why is no real title available?)
- scientific article; zbMATH DE number 741107 (Why is no real title available?)
- Invariant co-ordinate selection (with discussion)
- Kronecker-structured covariance models for multiway data
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
- Matrix-variate time series analysis: a brief review and some new developments
- Multivariate models and the first four moments
- On invariant coordinate system (ICS) functionals
- On the determination of optimal designs for an interference model.
- Optimal designs for a mixed interference model
- Partial traces and entropy inequalities
- Quantum information theory and quantum statistics.
- Singular value decomposition of the third multivariate moment
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Tensor Decompositions and Applications
- The properties of partial trace and block trace operators of partitioned matrices
- The ubiquitous Kronecker product
- Transformations on partitioned matrices
- Universally optimal designs under mixed interference models with and without block effects
- Vector-valued skewness for model-based clustering
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