scientific article; zbMATH DE number 3942782

MaRDI QIDQ3713374zbMATH OpenFDO

Authors Morris L. Eaton

Publication date 1983

Cited in

(only showing first 100 items - show all)

Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
A characterization of spherical distributions
Geometry and multiple direction estimation
LBI tests for multivariate normality in exponential power distributions
Multivariate versions of Cochran's theorems
Concentration inequalities for multivariate distributions. I: Multivariate normal distributions
Most powerful invariant permutation tests
Invariant distribution of Chow statistics
Compositional tables analysis in coordinates
Perturbation inequalities and confidence sets for functions of a scatter matrix.
Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution
Multivariate versions of Cochran theorems
Regular simplices and Gaussian samples
A characterization of matrix groups that act transitively on the cone of positive definite matrices
Tensor products and statistics
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors
-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error
Characterization of the Jørgensen set in generalized linear models
Estimating covariance in a growth curve model
Cochran theorems for a multivariate elliptically contoured model
Multivariate statistical analysis. A high-dimensional approach
Regression-based prediction for two-stage survey data with correlated normal errors
Some remarks on \({\mathcal U}(p;m,n)\) distributions
Wishart and chi-square distributions associated with matrix quadratic forms
Canonical analysis of two Euclidean subspaces and its applications
Wishart and pseudo-Wishart distributions and some applications to shape theory
Equivariant minimax dominators of the MLE in the array normal model
A higher-order LQ decomposition for separable covariance models
The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.
Constrained design strategies for improving normal approximations in nonlinear regression problems
The limiting distribution of a test for multivariate structure
Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units
Gaussian process approximations for fast inference from infectious disease data
Probabilistic partial least squares model: identifiability, estimation and application
Supervised dimension reduction for ordinal predictors
A topological view on the identification of structural vector autoregressions
The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
Estimating a sparse reduction for general regression in high dimensions
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
Maxima of entries of Haar distributed matrices
Dutch book against some `objective' priors
Singular random matrix decompositions: Jacobians
Nonlinear canonical analysis and independence tests
Tolerance regions and multiple-use confidence regions in multivariate calibration
Lower bounds on Bayes factors for invariant testing situations
On the distribution of the largest eigenvalue in principal components analysis
Distribution of sum of squares and products matrices for the generalized multilinear matrix-T model
Allocation rules for adaptive repeated measurements designs
The geometrical interpretation of statistical tests in multivariate linear regression
Determinant formulas with applications to designing when the observations are correlated
Likelihood ratio test for partial sphericity in high and ultra-high dimensions
Compositional splines for representation of density functions
Weighted symmetric pivot coordinates for compositional data with geochemical applications
Some aspects of response variable selection and estimation in multivariate linear regression
On weakly equivariant estimators
Surrogate space based dimension reduction for nonignorable nonresponse
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach
Fitting Laplacian regularized stratified Gaussian models
Efficient estimation of linear functionals of principal components
Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
On weak structural sufficiency
A partially confirmatory approach to the multidimensional item response theory with the Bayesian Lasso
Infinitely divisible multivariate and matrix gamma distributions
Generalized Wishart distribution for probabilistic structural dynamics
On the cumulants of affine equivariant estimators in elliptical families
Largest entries of sample correlation matrices from equi-correlated normal populations
Random orthogonal matrices and the Cayley transform
On the variance parameter estimator in general linear models
Estimation of parameters in the extended growth curve model via outer product least squares for covariance
On a multiple endpoints testing problem
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
Exploratory data analysis for interval compositional data
The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
A decomposition for a stochastic matrix with an application to MANOVA
Two step-down tests for equality of covariance matrices
Assessing a vector of clinical observations
The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
Towards an optimum test for non-additivity in Tukey's model
Symmetry studies for data analysis
Asymptotically efficient estimation of smooth functionals of covariance operators
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
Bayesian polynomial regression models to fit multiple genetic models for quantitative traits
Analysis of Gaussian mixtures for small samples: Application to stellar kinematics
Bayesian point estimation of the cointegration space
scientific article; zbMATH DE number 1731783 (Why is no real title available?)
Linear models based on noisy data and the Frisch scheme
Response surface designs using the generalized variance inflation factors
A weak characterization of real Wishart matrices by quadratic forms
scientific article; zbMATH DE number 5884803 (Why is no real title available?)
Aspects of two group concordance
Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
Intermediate-level crossings of a first-passage path
Limit theorems for beta-Jacobi ensembles
The formal posterior of a standard flat prior in MANOVA is incoherent
scientific article; zbMATH DE number 5546942 (Why is no real title available?)
scientific article; zbMATH DE number 3917473 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3713374)