Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis

DOI10.1214/AOMS/1177706969MaRDI QIDQ3248359zbMATH OpenOpenAlexFDO

Authors Robert A. Wijsman

Publication date 1957

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177706969

zbMATH Keywords

Statistics

Cited in

(12)

• Generation of multivariate normal samples with given sample mean and covariance matrix
• A note on the non-null distribution of the Wilks statistic in MANOVA
• Effect of non-centrality on the Bartlett decomposition of a Wishart matrix
• A multivariate adaptive control chart for simultaneously monitoring of the process parameters
• Sharp total variation bounds for finitely exchangeable arrays
• Minimax invariant prediction regions
• The asymptotic expansion of the Stein estimators for the vector case
• A Generalization of Hotelling'sT²
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• On a stochastic inequality for the Wilks statistic
• Variable sampling interval EWMA chart for multivariate coefficient of variation

This page was built for publication: Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3248359)