Covariance hypothesis which are linear in both the covariance and the inverse covariance
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(33)- Positive projections of symmetric matrices and Jordan algebras
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- The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
- Wishart-Laplace distributions associated with matrix quadratic forms
- Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs
- Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
- An expectation formula for the multivariate Dirichlet distribution
- Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
- Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
- Wishart distributions on homogeneous cones
- Symmetrically Colored Gaussian Graphical Models with Toric Vanishing Ideals
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- Exponential varieties
- Estimation of proportional covariances in the presence of certain linear restrictions.
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- A test for the equality of the direction parameters in a sample from the N-dimensional hyperboloid distribution
- Estimation of means in graphical Gaussian models with symmetries
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Jordan algebras of symmetric matrices
- Jordan algebras and Bayesian quadratic estimation of variance components
- Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Model selection in the space of Gaussian models invariant by symmetry
- Sequences of regressions and their independences
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
- Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
- Laplace transforms which are negative powers of quadratic polynomials
- The geometries of Jordan nets and Jordan webs
- Octonions in random matrix theory
- Maximal invariants for Lorentz-Wishart models
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