scientific article; zbMATH DE number 417563

MaRDI QIDQ3136286zbMATH OpenFDO

Authors Arjun K. Gupta, T. Varga

Publication date 19 September 1993

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Estimation of the precision matrix of multivariate Kotz type model
Asymptotic properties of type I elliptical random vectors
An extension of the generalized Birnbaum-Saunders distribution
Singular matric and matrix variate \(t\) distributions
A new family of life distributions for dependent data: estimation
An identity for multivariate elliptically contoured matrix distribution
Predictive inference for singular multivariate elliptically contoured distributions
Lifetime analysis based on the generalized Birnbaum-Saunders distribution
Noncentral elliptical configuration density
Continuous \(l_{n,p}\)-symmetric distributions
On the posterior distribution of the covariance matrix of the growth curve model
Cochran theorems for a multivariate vector-elliptically contoured model. II
\(L_p\)-norm spherical distribution
Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
A note on the Cook's distance.
Wang's capital allocation formula for elliptically contoured distributions.
Multivariate skew-symmetric distributions
Exact extreme value, product, and ratio distributions under non-standard assumptions
A multivariate tail covariance measure for elliptical distributions
A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
Multivariate tests based on left-spherically distributed linear scores
Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
Local influence in multivariate elliptical linear regression models
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
Spherical ensembles
Multimatricvariate distribution under elliptical models
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
On generalized Wishart distributions. II: Sphericity test
On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
A note on classical Stein-type estimators in elliptically contoured models
Estimation and inference for dependence in multivariate data
Statistical theory of shape under elliptical models via polar decompositions
Influence diagnostics in elliptical spatial linear models
A new family of slash-distributions with elliptical contours
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
The distribution of residuals from a general elliptical linear model
On Mardia's and Song's measures of kurtosis in elliptical distributions
Sequences of elliptical distributions and mixtures of normal distributions
The matrix-\(t\) distribution and its applications in predictive inference
Statistical inference for location and scale of elliptically contoured models with monotone missing data
Complex elliptical distributions with application to shape analysis
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
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
Multivariate tail conditional expectation for elliptical distributions
Estimation of parameters of parallelism model with elliptically distributed errors
Elliptically contoured models in statistics and portfolio theory
On singular elliptical models
Exponential scale mixture of matrix variate Cauchy distribution
Elliptical graphical modelling
Robust Inference in Conditionally Linear Nonlinear Regression Models
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
Generalised shape theory via pseudo-Wishart distribution
Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data
Distribution theory of quadratic forms for matrix multivariate elliptical distribution
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
Inference in affine shape theory under elliptical models
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
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Some applications of the stochastic representation of elliptically contoured distribution
L_p-norm uniform distribution
Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
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Generalised shape theory via SV decomposition. I
Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM
Elliptical difference based ridge and Liu type estimators in partial linear measurement error models
Tail variance for Generalized Skew-Elliptical distributions
Influence diagnostics in the capital asset pricing model under elliptical distributions
Influence diagnostics on the coefficient of variation of elliptically contoured distributions
Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution
A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions
Multivariate Birnbaum-Saunders distribution: properties and associated inference
Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions
A note on left-spherically distributed test with covariates
Likelihood ratio tests for a dose-response effect using multiple nonlinear regression models
Idea of constructing an image of Bayes action
Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
Two‐stage estimation of limited dependent variable models with errors‐in‐variables
The distribution of the sample variance of the global minimum variance portfolio in elliptical models
Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
The Generalized Birnbaum–Saunders Distribution and Its Theory, Methodology, and Application
Empirical likelihood tests for two-sample problems via nonparametric density estimation
On Wishart distribution: some extensions
Singular random matrix decompositions: distributions
Tail Conditional Expectations for Elliptical Distributions
Tail conditional moment for generalized skew-elliptical distributions
Estimation in a growth curve model with singular covariance
The expected value of zonal polynomials
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
A portmanteau local feature discrimination approach to the classification with high-dimensional matrix-variate data
On minimaxity of block thresholded wavelets under elliptical symmetry
On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
Statistical theory of shape under elliptical models and singular value decompositions
Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
Elliptically symmetric distributions in signal processing and machine learning
Errors of misclassification in discrimination of dimensional coherent elliptic random field observations

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