| Publication | Date of Publication | Type |
|---|
| Covariance structure tests for multivariate \(t\)-distribution | 2024-11-18 | Paper |
| Professor Heinz Neudecker and matrix differential calculus | 2024-07-25 | Paper |
| Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution | 2021-10-28 | Paper |
| Tail dependence of skew t-copulas | 2017-04-11 | Paper |
| On Kotz-Type Elliptical Distributions | 2013-06-21 | Paper |
| From Multivariate Skewed Distributions to Copulas | 2013-06-20 | Paper |
| Risk Modeling for Future Cash Flow Using Skewt-Copula | 2011-11-18 | Paper |
| Estimation in High-Dimensional Analysis and Multivariate Linear Models | 2011-06-10 | Paper |
| Some tests for the covariance matrix with fewer observations than the dimension under non-normality | 2011-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2996091 | 2011-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2996101 | 2011-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580450 | 2010-08-12 | Paper |
| Multivariate skewness and kurtosis measures with an application in ICA | 2008-11-27 | Paper |
| Approximation of the Distribution of the Location Parameter in the Growth Curve Model | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455535 | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453663 | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680290 | 2005-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4679152 | 2005-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659624 | 2005-03-21 | Paper |
| Estimation and Testing of Parameters in Multivariate Laplace Distribution | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801469 | 2003-09-11 | Paper |
| Approximations to the distribution of the sample correlation matrix | 2003-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407635 | 2003-07-01 | Paper |
| Distribution and density approximation of the co variance matrix in the growth curve model | 2001-08-23 | Paper |
| Approximation of the non-null distribution of generalized \(T^2\)-statistics | 2001-02-11 | Paper |
| A Unified Approach to the Approximation of Multivariate Densities | 1998-11-09 | Paper |
| The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix | 1998-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347926 | 1998-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347925 | 1998-01-22 | Paper |
| Approximating by the Wishart distribution | 1996-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4872898 | 1996-07-01 | Paper |
| Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution | 1996-03-18 | Paper |
| Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices | 1994-12-11 | Paper |
| Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices | 1994-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023289 | 1993-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350391 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352272 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354967 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492979 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732755 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946984 | 1980-01-01 | Paper |
