Wishart and pseudo-Wishart distributions and some applications to shape theory
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- Multivariate aspects of shape theory
- On singular Wishart and singular multivariate beta distributions
- Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
- Quadratic Forms and Idempotent Matrices with Random Elements
- The noncentral Bartlett decompositions and shape densities
- Zonal polynomials
Cited in
(57)- Singular matric and matrix variate \(t\) distributions
- Predictive inference for singular multivariate elliptically contoured distributions
- The noncentral Bartlett decompositions and shape densities
- On singular Wishart and singular multivariate beta distributions
- Singular Wishart and multivariate beta distributions
- Singular random matrix decompositions: Jacobians
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
- Bayesian estimation for misclassification rate in linear discriminant analysis
- A note about measures and Jacobians of singular random matrices
- An exact test for a column of the covariance matrix based on a single observation
- A pseudo-Pareto distribution and concomitants of its order statistics
- Pseudo-inverse multivariate/matrix-variate distributions
- The distribution of residuals from a general elliptical linear model
- Singular matrix variate beta distribution
- The distribution of the residual from a general elliptical multivariate linear model
- Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
- Singular extended skew-elliptical distributions
- Doubly singular matrix variate beta type I and II and singular inverted matricvariate t distributions
- Distribution of the generalised inverse of a random matrix and its applications
- A note about measures, Jacobians and Moore-Penrose inverse
- Estimation of a high-dimensional covariance matrix with the Stein loss
- On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector
- The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
- Generalised shape theory via pseudo-Wishart distribution
- Recovering networks from distance data
- Distribution theory of quadratic forms for matrix multivariate elliptical distribution
- On Fréchet means in simplex shape spaces
- The Kotz-type distribution with applications
- Generalised shape theory via SV decomposition. I
- NEW LARGE SAMPLE AND BOOTSTRAP METHODS ON SHAPE SPACES IN HIGH LEVEL ANALYSIS OF NATURAL IMAGES
- On generalized multivariate analysis of variance
- Estimation of the mean vector in a singular multivariate normal distribution
- On the Jacobians of singular matrix decomposition and its application
- Regression modeling for size-and-shape data based on a Gaussian model for landmarks
- On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix
- The Jacobians of matrix transformation about singular random matrices and its applications
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
- A Nonparametric Version of the Bartlett-Nanda-Pillai Multivariate Test. Asymptotics, Approximations, and Applications
- Doubly noncentral singular matrix variate beta distributions
- Singular random matrix decompositions: distributions
- The expected value of zonal polynomials
- Distribution of the product of a Wishart matrix and a normal vector
- The Wishart distribution with two different degrees of freedom
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Singular matrix variate Birnbaum-Saunders distribution under elliptical models
- Projective Wishart distributions
- Statistical theory of shape under elliptical models and singular value decompositions
- Product of a Wishart matrix and the conditionally elliptical random vector and its application to an elliptical regression model
- A test on the location of tangency portfolio for small sample size and singular covariance matrix
- Hypothesis testing under uniform-block covariance structures
- Functions of singular random matrices with applications
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes
- Inverse Wishart distributions based on singular elliptically contoured distributions
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions
- Singular inverse Wishart distribution and its application to portfolio theory
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
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