scientific article; zbMATH DE number 417563

MaRDI QIDQ3136286zbMATH OpenFDO

Authors Arjun K. Gupta, T. Varga

Publication date 19 September 1993

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

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