| Publication | Date of Publication | Type |
|---|
| Advanced Time Series Data Analysis | 2019-03-28 | Paper |
| A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing | 2016-01-29 | Paper |
| On the distribution of the maximum likelihood estimator of Cronbach's alpha | 2014-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2996104 | 2011-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645217 | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645212 | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645229 | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645251 | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645270 | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5323380 | 2009-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5323381 | 2009-07-23 | Paper |
| On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity | 2009-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3408709 | 2006-11-15 | Paper |
| Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis | 2006-11-14 | Paper |
| Multivariate data, the arithmetic mean and exchangeability of transformations | 2005-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4468661 | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4468690 | 2004-06-10 | Paper |
| On second-order and fourth-order moments of jointly distributed random matrices: A survey | 2004-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407637 | 2004-01-26 | Paper |
| On best affine prediction | 2003-08-31 | Paper |
| A matrix equality useful in goodness-of-fit testing of structural equation models | 2003-05-22 | Paper |
| Third and fourth moment matrices of vec \(X'\) in multivariate analysis | 2003-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4784153 | 2002-12-10 | Paper |
| On an eigenvalue property relevant in correspondence analysis and related methods | 2001-08-17 | Paper |
| Some statistical properties of Hadamard products of random matrices. | 2001-01-01 | Paper |
| Statistical properties of the Hadamard product of random vectors. | 2001-01-01 | Paper |
| On the distribution of the maximum likelihood estimator of Cronbach's alpha | 2000-09-01 | Paper |
| A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities | 1999-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231779 | 1999-03-15 | Paper |
| Estimation of the SURE model | 1999-01-25 | Paper |
| Experiments with mixtures: Optimal allocations for Becker's models | 1998-12-02 | Paper |
| The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix | 1998-07-06 | Paper |
| Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models | 1998-05-27 | Paper |
| Compact matrix expressions for generalized Wald tests of equality of moment vectors | 1998-04-05 | Paper |
| Equality conditions for matrix Kantorovich-type inequalities | 1998-03-08 | Paper |
| Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model | 1998-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347925 | 1998-01-22 | Paper |
| Numerical solutions of the algebraic matrix Riccati equation | 1997-02-28 | Paper |
| Several matrix Kantorovich-type inequalities | 1997-01-06 | Paper |
| The density of the Moore-Penrose inverse of a random matrix | 1996-12-09 | Paper |
| Note on a matrix-concave function | 1996-08-18 | Paper |
| The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality | 1996-08-14 | Paper |
| The Hadamard Product and Some of its Applications in Statistics | 1996-05-20 | Paper |
| The heteroskedastic linear regression model and the Hadamard product. A note | 1996-02-13 | Paper |
| Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis | 1996-02-13 | Paper |
| The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix | 1996-01-01 | Paper |
| A \(V\)-optimal design for Scheffé's polynomial model | 1995-09-19 | Paper |
| Mathematical properties of the variance of the multinomial distribution | 1995-06-19 | Paper |
| Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices | 1994-12-11 | Paper |
| A note on the asymptotics of a stochastic vector difference equation | 1994-08-22 | Paper |
| Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices | 1994-06-28 | Paper |
| A compact expression for the variance of sample second-order moments in multivariate linear relations. An alternative proof of Satorra's result | 1994-05-19 | Paper |
| Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution | 1994-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039873 | 1993-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4032840 | 1993-04-01 | Paper |
| A matrix trace inequality | 1992-09-27 | Paper |
| R2 in Seemingly Unrelated Regression Equations | 1992-06-28 | Paper |
| Unbiased estimation of fourth-order matrix moments | 1992-06-28 | Paper |
| Block Kronecker products and the vecb operator | 1991-01-01 | Paper |
| Linear structural relations: Gradient and Hessian of the fitting function | 1991-01-01 | Paper |
| The asymptotic variance matrix of the sample correlation matrix | 1990-01-01 | Paper |
| The variance matrix of a matrix quadratic form %81¡ under normality assumptions | 1990-01-01 | Paper |
| On the identification of restricted factor loading matrices: An alternative condition | 1990-01-01 | Paper |
| Albert's theorem applied to problems of efficiency and MSE superiority | 1989-01-01 | Paper |
| The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions | 1988-01-01 | Paper |
| Fourth-order properties of normally distributed random matrices | 1987-01-01 | Paper |
| An approach to n-mode components analysis | 1986-01-01 | Paper |
| Matrix differential calculus with applications to simple, Hadamard, and Kronecker products | 1985-01-01 | Paper |
| On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725357 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319621 | 1984-01-01 | Paper |
| Some results on commutation matrices, with statistical applications | 1983-01-01 | Paper |
| On Jacobians of transformations with skew-symmetric, strictly (lower) triangular or diagonal matrix arguments | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3663456 | 1982-01-01 | Paper |
| The Elimination Matrix: Some Lemmas and Applications | 1980-01-01 | Paper |
| A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0 | 1980-01-01 | Paper |
| Best quadratic unbiased estimation of the variance matrix in normal regression | 1980-01-01 | Paper |
| The commutation matrix: Some properties and applications | 1979-01-01 | Paper |
| Best linear unbiased estimation of β subject to linear equality constraints in the general linear model | 1979-01-01 | Paper |
| Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term | 1978-01-01 | Paper |
| Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix | 1977-01-01 | Paper |
| Abrahamse and Koerts' `new estimator' of disturbances in regression analysis | 1977-01-01 | Paper |
| Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation) | 1977-01-01 | Paper |
| A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4168713 | 1974-01-01 | Paper |
| De BLUF‐schatter: een rechtstreekse afleiding | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5656222 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4135697 | 1971-01-01 | Paper |
| Aggregation in Input-Output Analysis: An Extension of Fisher's Method | 1970-01-01 | Paper |
| A Note on Kronecker Matrix Products and Matrix Equation Systems | 1969-01-01 | Paper |
| Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products | 1969-01-01 | Paper |
| The Kronecker Matrix Product and Some of its Applications in Econometrics | 1968-01-01 | Paper |
| On matrix procedures for optimizing differentiable scalar functions of matrices | 1967-01-01 | Paper |
| Note on the Asymptotic Standard Errors of Latent Roots of Econometric Equation Systems | 1966-01-01 | Paper |
