scientific article; zbMATH DE number 3886886
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(only showing first 100 items - show all)- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- Flexible covariance estimation in graphical Gaussian models
- Statistical eigen-inference from large Wishart matrices
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model
- Kshirsagar-Tan independence property of beta matrices and related characterizations
- Some useful integrals and their applications in correlation analysis
- Joint statistics of natural frequencies of stochastic dynamic systems
- Matrix trace Wielandt inequalities with statistical applications
- Point estimation for multi-spectral distributed random matrices
- Consistency of restricted maximum likelihood estimators of principal components
- Testing linear independence in linear models with interval-valued data
- Testing equality of covariance matrices when data are incomplete
- A Bayesian analysis of moving average processes with time-varying parameters
- Predictive inference for singular multivariate elliptically contoured distributions
- Estimating parameters in extended growth curve models with special covariance structures
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- Sphericity test in a GMANOVA-MANOVA model with normal error
- Contour projected dimension reduction
- A maximum likelihood method for the incidental parameter problem
- Complex bimatrix variate generalised beta distributions
- Blind identification of MISO-FIR channels
- Proportionality of k covariance matrices
- Estimating functions of canonical correlation coefficients
- Maximum-likelihood estimation of the parameters of a multivariate normal distribution
- Moments of elliptically distributed random variates
- A note on some Wishart expectations
- Estimation, principal components and Hamiltonian systems
- Effects of transformations in higher order asymptotic expansions
- Some estimation theory on the sphere
- A simple alternative derivation of a useful theorem in linear errors-in- variables regression models together with some clarifications
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
- An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
- Normal functions of normal random variables
- Asymptotic optimality of multivariate linear hypothesis tests
- Testing for cointegration using principal components methods
- Sample size determination in estimating a covariance matrix
- Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
- A note on the noncentral chi-square distribution
- Some optima of parameter tests for an elliptically contoured distribution class
- A construction method of certain matrices required in the multivariate heteroscedastic method
- Reduced-rank models for interaction in unequally replicated two-way classifications
- Testing the equality of several intraclass correlation coefficients
- Spherical matrix distributions and Cauchy quotients
- A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
- Conditional and unconditional statistical independence
- Elliptical multivariate analysis
- Simultaneous estimation of eigenvalues
- A characterization of the Wishart exponential families by an invariance property
- Evaluation of the expected value of a determinant
- Two-stage procedures for parameters in a growth curve model
- Effect of a missing observation on Hotelling's generalized \(T^ 2_ 0\)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Estimating common parameters of growth curve models
- Testing inequality constraints in linear econometric models
- On the posterior distribution of the covariance matrix of the growth curve model
- The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
- Rank of a quadratic form in an elliptically contoured matrix random variable
- Hypothesis testing and parameter estimation based on M-statistics in k samples with unequal variances
- Entropy inequalities for some multivariate distributions
- Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Invariance of covariance structures under groups of transformations
- Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- Statistical tests for structural relationship
- Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
- Priors for ordered conditional variance and vector partial correlation
- Generalized Bayes estimators of a normal discriminant function
- Best equivariant estimation in curved covariance models
- The noncentral Bartlett decompositions and shape densities
- Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
- On invariant parametric covariance families
- Highest predictive density estimator in regression models
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
- The order of a univariate elliptical distribution
- The variance matrix of sample second-order moments in multivariate linear relations
- Estimation of a common multivariate normal mean vector
- A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
- Stein-type improvements of confidence intervals for the generalized variance
- A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
- A procedure for assessing vector correlations
- On the expectation of a ratio of quadratic forms in normal variables
- On improving the shortest length confidence interval for the generalized variance.
- Perturbation inequalities and confidence sets for functions of a scatter matrix.
- On a property of the expected value of a determinant
- A formula on multivariate Dirichlet distributions
- Density estimation on the Stiefel manifold
- Generalized binomial expansion on complex matrix space
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
- Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- Predictive inference for the elliptical linear model
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
- A simulation-based approach to two-stage stochastic programming with recourse
- A model for perturbed production or measurement processes involving compound normal distributions
- Cochran theorems for a multivariate vector-elliptically contoured model. II
- The multivariate linear model with multivariate \(t\) and intra-class covariance structure
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