scientific article; zbMATH DE number 417563

MaRDI QIDQ3136286zbMATH OpenFDO

Authors Arjun K. Gupta, T. Varga

Publication date 19 September 1993

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

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