Normal Multivariate Analysis and the Orthogonal Group

Cited in

(91)

Some estimation theory on the sphere
Reduced-rank models for interaction in unequally replicated two-way classifications
Spherical matrix distributions and Cauchy quotients
Conditional and unconditional statistical independence
A canonical decomposition of the probability measure of sets of isotropic random points in \(\mathbb{R}^n\)
Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis
Geometry and multiple direction estimation
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
The exact non-central distribution of the generalized variance
On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
Asymptotic expansions for distributions of latent roots in multivariate analysis
Alternative derivations of some multivariate distributions
On the expectation of a ratio of quadratic forms in normal variables
Density estimation on the Stiefel manifold
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions
Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. 2
Exact densities for variance estimators of the structural disturbances in simultaneous equations models
On optimal estimators of shift population density functions and conditions of their consistency
Concentrated matrix Langevin distributions
Integrals over Grassmannians and random permutations.
On principal components regression, random projections, and column subsampling
Improved loss estimation for a normal mean matrix
Singular random matrix decompositions: Jacobians
Distribution theory for some tests of independence of seemingly unrelated regressions
Methods of density estimation on the Grassmann manifold
The 70th anniversary of the distribution of random matrices: A survey
The geometrical interpretation of statistical tests in multivariate linear regression
Bayesian analysis of the error correction model
Edgeworth and saddle-point approximations for random rectangular matrices
Subspace rotations for high-dimensional outlier detection
Unconstrained representation of orthogonal matrices with application to common principal components
The zonoid algebra, generalized mixed volumes, and random determinants
Matrix variate Birnbaum-Saunders distribution under elliptical models
Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
Random orthogonal matrices and the Cayley transform
Statistical theory of shape under elliptical models via polar decompositions
Crofton formulas and indefinite signature
A note about measures and Jacobians of singular random matrices
Congruent Voronoi tessellations from equiangular lines
Optimal shrinkage of eigenvalues in the spiked covariance model
The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
Computing Jacobians using exterior products
A statistical model for random rotations
State space models on special manifolds
Distribution of the generalised inverse of a random matrix and its applications
The Horn problem for real symmetric and quaternionic self-dual matrices
The lower dimensional Busemann-Petty problem for bodies with the generalized axial symmetry
A note about measures, Jacobians and Moore-Penrose inverse
Bayesian point estimation of the cointegration space
A regularized profile likelihood approach to covariance matrix estimation
COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
Distributions of the largest singular values of skew-symmetric random matrices and their applications to paired comparisons
Impacts of high dimensionality in finite samples
Distribution theory of quadratic forms for matrix multivariate elliptical distribution
A central limit theorem for projections of the cube
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
On surface integrals related to distributions of random matrices
Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
Inference for VARs identified with sign restrictions
On generalized multivariate analysis of variance
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Regularized LIML for many instruments
Invariant inference and efficient computation in the static factor model
scientific article; zbMATH DE number 7387526 (Why is no real title available?)
scientific article; zbMATH DE number 7387551 (Why is no real title available?)
Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
Testing for spatial autocorrelation: the regressors that make the power disappear
Power properties of invariant tests for spatial autocorrelation in linear regression
Flag area measures
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Singular random matrix decompositions: distributions
Testing independence with additional information
Nearly optimal stochastic approximation for online principal subspace estimation
Krylov complexity and spectral form factor for noisy random matrix models
Generalised Watson distribution on the hypersphere with applications to clustering
Bootstrapping non-stationary and irregular time series using singular spectral analysis
Removing the influence of group variables in high-dimensional predictive modelling
The eigenvalue decomposition of normal matrices by the skew-symmetric part
Bayesian inference in a time varying cointegration model
High dimensional limit theorems and matrix decompositions on the Stiefel manifold
The exact distribution of exogenous variable coefficient estimators
On the largest principal angle between random subspaces
Functions of singular random matrices with applications
The ``north pole problem and random orthogonal matrices
A bound on Grassmannian codes
Inverse Wishart distributions based on singular elliptically contoured distributions
Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
The matrix angular central Gaussian distribution
Distributions of orientations on Stiefel manifolds
Admissibility and minimaxity of Bayes estimators for a normal mean matrix

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