| Publication | Date of Publication | Type |
|---|
Covariance structure tests for multivariate \(t\)-distribution
Statistical Papers | 2024-11-18 | Paper |
Professor Heinz Neudecker and matrix differential calculus
Statistical Papers | 2024-07-25 | Paper |
Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Tail dependence of skew \(t\)-copulas
Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
On Kotz-type elliptical distributions
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
From Multivariate Skewed Distributions to Copulas
Combinatorial Matrix Theory and Generalized Inverses of Matrices | 2013-06-20 | Paper |
Risk modeling for future cash flow using skew \(t\)-copula
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
Estimation in high-dimensional analysis and multivariate linear models
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Journal of Multivariate Analysis | 2011-05-23 | Paper |
| A note on patterned matrices with applications in multivariate analysis | 2011-05-05 | Paper |
| scientific article; zbMATH DE number 5884808 (Why is no real title available?) | 2011-05-05 | Paper |
| Density expansions based on the multivariate skew normal distribution | 2010-08-12 | Paper |
Multivariate skewness and kurtosis measures with an application in ICA
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Approximation of the Distribution of the Location Parameter in the Growth Curve Model
Scandinavian Journal of Statistics | 2008-06-18 | Paper |
| Copula models for estimating outstanding claim provisions | 2008-04-03 | Paper |
| On the joint distribution of a linear and a quadratic form in skew normal variables | 2008-04-03 | Paper |
| scientific article; zbMATH DE number 2172890 (Why is no real title available?) | 2005-06-07 | Paper |
| scientific article; zbMATH DE number 2171896 (Why is no real title available?) | 2005-05-26 | Paper |
| scientific article; zbMATH DE number 2147962 (Why is no real title available?) | 2005-03-21 | Paper |
Estimation and Testing of Parameters in Multivariate Laplace Distribution
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 1894275 (Why is no real title available?) | 2003-09-11 | Paper |
Approximations to the distribution of the sample correlation matrix
Journal of Multivariate Analysis | 2003-07-30 | Paper |
| scientific article; zbMATH DE number 1944339 (Why is no real title available?) | 2003-07-01 | Paper |
Distribution and density approximation of the co variance matrix in the growth curve model
Statistics | 2001-08-23 | Paper |
Approximation of the non-null distribution of generalized \(T^2\)-statistics
Linear Algebra and its Applications | 2001-02-11 | Paper |
A Unified Approach to the Approximation of Multivariate Densities
Scandinavian Journal of Statistics | 1998-11-09 | Paper |
The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix
Linear Algebra and its Applications | 1998-07-06 | Paper |
| scientific article; zbMATH DE number 1047759 (Why is no real title available?) | 1998-01-28 | Paper |
| scientific article; zbMATH DE number 1047758 (Why is no real title available?) | 1998-01-22 | Paper |
Approximating by the Wishart distribution
Annals of the Institute of Statistical Mathematics | 1996-08-21 | Paper |
| scientific article; zbMATH DE number 865672 (Why is no real title available?) | 1996-07-01 | Paper |
Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
Journal of Multivariate Analysis | 1996-03-18 | Paper |
Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
Journal of Multivariate Analysis | 1994-12-11 | Paper |
Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
Journal of Multivariate Analysis | 1994-06-28 | Paper |
| scientific article; zbMATH DE number 107708 (Why is no real title available?) | 1993-01-23 | Paper |
| scientific article; zbMATH DE number 4199161 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4203460 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4205701 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4166625 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3965216 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3764963 (Why is no real title available?) | 1980-01-01 | Paper |
