zbMath0587.62097MaRDI QIDQ3713374
Morris L. Eaton
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wald Statistics in high-dimensional PCA ⋮
Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model ⋮
Introduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with Geomstats ⋮
Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions ⋮
Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix ⋮
Linear. empirical bayes estimation in the case of the wishart distribution ⋮
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture ⋮
Bondad de ajuste y las look-alikes samples ⋮
On a multiple endpoints testing problem ⋮
Save: a method for dimension reduction and graphics in regression ⋮
Towards an optimum test for non-additivity in Tukey's model ⋮
Symmetry studies for data analysis ⋮
Studentization and prediction in a multivariate normal setting ⋮
Correlation between compositional parts based on symmetric balances ⋮
Weighted pivot coordinates for compositional data and their application to geochemical mapping ⋮
Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions ⋮
Asymptotically efficient estimation of smooth functionals of covariance operators ⋮
Singular Gaussian graphical models: Structure learning ⋮
Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century ⋮
Unnamed Item ⋮
Probabilistic assessment of small disturbance stability in multimachine power systems ⋮
Inference about the parameters of a bi-variate simultaneous equation model: structural approach ⋮
The most powerful location and scale invariant test under the assumption of symmetry ⋮
Exploratory data analysis for interval compositional data ⋮
Integration of survival data from multiple studies ⋮
On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion ⋮
Interfacing biology, category theory and mathematical statistics ⋮
Fast same-step forecast in SUTSE model and its theoretical properties ⋮
Valuation of general GMWB annuities in a low interest rate environment ⋮
The moderate deviation principles of likelihood ratio tests under alternative hypothesis ⋮
Weighting of parts in compositional data analysis: advances and applications ⋮
Computational aspects of the EM algorithm for spatial econometric models with missing data ⋮
A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions ⋮
Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices ⋮
Markov chain stochastic DCA and applications in deep learning with PDEs regularization ⋮
Compositional cubes: a new concept for multi-factorial compositions ⋮
Parametric Lie group structures on the probabilistic simplex and generalized compositional data ⋮
A study of two high-dimensional likelihood ratio tests under alternative hypotheses ⋮
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮
Unnamed Item ⋮
The eigenstructure of block-structured correlation matrices and its implications for principal component analysis ⋮
Statistical arbitrage with vine copulas ⋮
Intermediate-level crossings of a first-passage path ⋮
The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix ⋮
Infinitely divisible multivariate and matrix gamma distributions ⋮
Aspects of two group concordance ⋮
Propriety of intrinsic priors in invariant testing situations ⋮
Isocliny in spinor space and Wilson fermions ⋮
A decomposition for a stochastic matrix with an application to MANOVA ⋮
Generalized Wishart distribution for probabilistic structural dynamics ⋮
Estimation in a growth curve model with singular covariance ⋮
On the Distribution of General Quadratic Functions in Normal Vectors ⋮
Nonparametric multivariate kurtosis and tailweight measures ⋮
All Invariant Moments of the Wishart Distribution ⋮
Two step-down tests for equality of covariance matrices ⋮
Assessing a vector of clinical observations ⋮
The formal posterior of a standard flat prior in MANOVA is incoherent ⋮
On the cumulants of affine equivariant estimators in elliptical families ⋮
Largest entries of sample correlation matrices from equi-correlated normal populations ⋮
Linear Models Based on Noisy Data and the Frisch Scheme ⋮
Random orthogonal matrices and the Cayley transform ⋮
Response surface designs using the generalized variance inflation factors ⋮
Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T2-statistic ⋮
On the variance parameter estimator in general linear models ⋮
Transformations which preserve exchangeability and application to permutation tests ⋮
Testing problems with nuisance parameters: Linear models under non-classical assumptions ⋮
Estimation of parameters in the extended growth curve model via outer product least squares for covariance ⋮
Maximal Invariant and Weakly Equivariant Estimators ⋮
The Matsumoto\,-\,Yor property and the structure of the Wishart distribution ⋮
Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean ⋮
Logratio Approach to Distributional Modeling ⋮
Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units ⋮
A characterization of spherical distributions ⋮
Bayesian polynomial regression models to fit multiple genetic models for quantitative traits ⋮
Bayesian point estimation of the cointegration space ⋮
The geometrical interpretation of statistical tests in multivariate linear regression ⋮
A weak characterization of real Wishart matrices by quadratic forms ⋮
Tensor products and statistics ⋮
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors ⋮
\(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error ⋮
Characterization of the Jørgensen set in generalized linear models ⋮
Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors ⋮
Estimating covariance in a growth curve model ⋮
Cochran theorems for a multivariate elliptically contoured model ⋮
Finite-sample inference with monotone incomplete multivariate normal data. I. ⋮
Likelihood ratio tests of correlated multivariate samples ⋮
Finite-sample inference with monotone incomplete multivariate normal data. II ⋮
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach ⋮
Regression-based prediction for two-stage survey data with correlated normal errors ⋮
Fitting Laplacian regularized stratified Gaussian models ⋮
Gaussian process approximations for fast inference from infectious disease data ⋮
Determinant formulas with applications to designing when the observations are correlated ⋮
Some remarks on \({\mathcal U}(p;m,n)\) distributions ⋮
Multivariate analysis of variance with fewer observations than the dimension ⋮
Wishart and chi-square distributions associated with matrix quadratic forms ⋮
Canonical analysis of two Euclidean subspaces and its applications ⋮
Probabilistic partial least squares model: identifiability, estimation and application ⋮
Limit theorems for beta-Jacobi ensembles ⋮
Supervised dimension reduction for ordinal predictors ⋮
Wishart and pseudo-Wishart distributions and some applications to shape theory ⋮
A spectral algorithm for learning mixture models ⋮
A topological view on the identification of structural vector autoregressions ⋮
Efficient estimation of linear functionals of principal components ⋮
Dimension estimation in sufficient dimension reduction: a unifying approach ⋮
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions ⋮
The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions ⋮
Approximations to most powerful invariant tests for multinormality against some irregular alternatives ⋮
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation ⋮
Estimation of parameters in the growth curve model via an outer product least squares approach for covariance ⋮
Estimating a sparse reduction for general regression in high dimensions ⋮
Principal fitted components for dimension reduction in regression ⋮
A group majorization ordering for correlation matrices ⋮
Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families ⋮
On weak structural sufficiency ⋮
Estimation of means in graphical Gaussian models with symmetries ⋮
William H. Kruskal and the development of coordinate-free methods ⋮
A note on generalized Wald's method ⋮
A note on statistical inference for differences of covariances ⋮
A variance formula related to a quantum conductance problem ⋮
Symmetry studies and decompositions of entropy ⋮
A partially confirmatory approach to the multidimensional item response theory with the Bayesian Lasso ⋮
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality ⋮
Geometry and multiple direction estimation ⋮
The noncentral Wishart as an exponential family, and its moments ⋮
LBI tests for multivariate normality in exponential power distributions ⋮
Multivariate versions of Cochran's theorems ⋮
Kriging regionalized positive variables revisited: Sample space and scale considerations ⋮
The sparsity and bias of the LASSO selection in high-dimensional linear regression ⋮
Concentration inequalities for multivariate distributions. I: Multivariate normal distributions ⋮
Geometric disintegration and star-shaped distributions ⋮
A critical approach to probability laws in geochemistry ⋮
Moments of minors of Wishart matrices ⋮
Curve forecasting by functional autoregression ⋮
Most powerful invariant permutation tests ⋮
Invariant distribution of Chow statistics ⋮
Equivariant minimax dominators of the MLE in the array normal model ⋮
A higher-order LQ decomposition for separable covariance models ⋮
Measures of association for Hilbertian subspaces and some applications ⋮
Maxima of entries of Haar distributed matrices ⋮
Sufficient forecasting using factor models ⋮
Likelihood ratio test for partial sphericity in high and ultra-high dimensions ⋮
Dutch book against some `objective' priors ⋮
Singular random matrix decompositions: distributions ⋮
Compositional Tables Analysis in Coordinates ⋮
Singular random matrix decompositions: Jacobians ⋮
Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data ⋮
On Bayesian inference for generalized multivariate gamma distribution ⋮
Compositional splines for representation of density functions ⋮
Weighted symmetric pivot coordinates for compositional data with geochemical applications ⋮
Nonlinear canonical analysis and independence tests ⋮
Tolerance regions and multiple-use confidence regions in multivariate calibration ⋮
Sufficiency, ancillarity and independence in invariant models ⋮
Perturbation inequalities and confidence sets for functions of a scatter matrix. ⋮
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles ⋮
A stochastic model in mobile communications ⋮
Some aspects of response variable selection and estimation in multivariate linear regression ⋮
On weakly equivariant estimators ⋮
Lower bounds on Bayes factors for invariant testing situations ⋮
Surrogate space based dimension reduction for nonignorable nonresponse ⋮
The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution ⋮
Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution ⋮
A condition for null robustness ⋮
Multivariate versions of Cochran theorems ⋮
On the distribution of the largest eigenvalue in principal components analysis ⋮
Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms. ⋮
Constrained design strategies for improving normal approximations in nonlinear regression problems ⋮
Regular simplices and Gaussian samples ⋮
Distribution of sum of squares and products matrices for the generalized multilinear matrix-\(T\) model ⋮
Allocation rules for adaptive repeated measurements designs ⋮
A characterization of matrix groups that act transitively on the cone of positive definite matrices ⋮
The limiting distribution of a test for multivariate structure