scientific article; zbMATH DE number 417563

zbMATH Open0789.62037MaRDI QIDQ3136286FDOQ3136286

Publication date: 19 September 1993

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Cited In (only showing first 100 items - show all)

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
The matrix-$t$ distribution and its applications in predictive inference
Robust Inference in Conditionally Linear Nonlinear Regression Models
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
Preliminary test and Stein estimations in simultaneous linear equations
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
Estimation of parameters of parallelism model with elliptically distributed errors
The expected value of zonal polynomials
Predictive inference for singular multivariate elliptically contoured distributions
On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
A new class of inverse Gaussian type distributions
Singular extended skew-elliptical distributions
The Generalized Birnbaum–Saunders Distribution and Its Theory, Methodology, and Application
A note on classical Stein-type estimators in elliptically contoured models
Influence diagnostics in the capital asset pricing model under elliptical distributions
Singular random matrix decompositions: distributions
Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
A new family of life distributions based on the elliptically contoured distributions
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
Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
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
Singular matric and matrix variate $t$ distributions
Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
Local influence in multivariate elliptical linear regression models
A new family of life distributions for dependent data: estimation
Two‐stage estimation of limited dependent variable models with errors‐in‐variables
Generalised shape theory via SV decomposition. I
The distribution of the sample variance of the global minimum variance portfolio in elliptical models
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
Complex elliptical distributions with application to shape analysis
Multivariate skew-symmetric distributions
Elliptical graphical modelling
Estimation of the precision matrix of multivariate Pearson type II model
Empirical likelihood tests for two-sample problems via nonparametric density estimation
Estimation in a growth curve model with singular covariance
On minimaxity of block thresholded wavelets under elliptical symmetry
On Mardia's and Song's measures of kurtosis in elliptical distributions
$L_p$-norm uniform distribution
A new family of slash-distributions with elliptical contours
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
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
The distribution of residuals from a general elliptical linear model
The distribution of the residual from a general elliptical multivariate linear model
Influence diagnostics in elliptical spatial linear models
An R implementation for generalized Birnbaum-Saunders distributions
$L_p$-norm spherical distribution
Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
On the Behavior of the Distributions of the Probabilities of Misclassification in the use of the Linear Discriminant Function Under Multinonnormality
Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
Exact extreme value, product, and ratio distributions under non-standard assumptions
Asymptotic properties of type I elliptical random vectors
Discrimination of observations into one of two elliptic populations based on monotone training samples
On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
Generalised shape theory via pseudo-Wishart distribution
Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
A test for the weights of the global minimum variance portfolio in an elliptical model
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
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
Tail Conditional Expectations for Elliptical Distributions
Distribution theory of quadratic forms for matrix multivariate elliptical distribution
Noncentral elliptical configuration density
A New Fatigue Life Model Based on the Family of Skew-Elliptical Distributions
Wang's capital allocation formula for elliptically contoured distributions.
On Wishart distribution: some extensions
Tail conditional moment for generalized skew-elliptical distributions
Sequences of elliptical distributions and mixtures of normal distributions
Errors of misclassification in discrimination of dimensional coherent elliptic random field observations
Multivariate tail conditional expectation for elliptical distributions
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
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 note on the Cook's distance.
Influence diagnostics on the coefficient of variation of elliptically contoured distributions
Multimatricvariate distribution under elliptical models
Likelihood ratio tests for a dose‐response effect using multiple nonlinear regression models
On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
Multivariate Birnbaum–Saunders distribution: properties and associated inference
A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM
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Some applications of the stochastic representation of elliptically contoured distribution
Cochran theorems for a multivariate vector-elliptically contoured model. II
Tail variance for Generalized Skew-Elliptical distributions
Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions
On matrix-variate Birnbaum-Saunders distributions and their estimation and application
An identity for multivariate elliptically contoured matrix distribution

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