scientific article; zbMATH DE number 3655180
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(only showing first 100 items - show all)- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- Complex bimatrix variate generalised beta distributions
- Condorcet's paradox
- Convexity of acceptance regions of multivariate tests
- Relationships among classes of spherical matrix distributions
- On some pattern-reduction matrices which appear in statistics
- Analysis of conditional covariance structure models
- Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
- Orthogonality in multiway classifications
- Bayesian analysis in random coefficient m-group regression
- Test for a specified signal when the noise covariance matrix is unknown
- Robustness study for a linear growth model
- Stein estimation under elliptical distributions
- Estimating common parameters of growth curve models
- Characterization of dependence concepts in normal distributions
- Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
- Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
- Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
- Maximum likelihood estimators in multivariate linear normal models
- Outliers in multivariate regression models.
- Asymptotic properties of the growth curve model with covariance components
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
- Screening among multivariate normal data
- Methods for repeated measures data analysis with missing values
- Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
- A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
- Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
- Local influence assessment in the growth curve model with unstructured covariance
- Wishart and pseudo-Wishart distributions and some applications to shape theory
- Estimating the covariance matrix: A new approach
- A note on the Cook's distance.
- The life and work of Gustav Elfving.
- Singular Wishart and multivariate beta distributions
- Equivariant minimax dominators of the MLE in the array normal model
- A higher-order LQ decomposition for separable covariance models
- Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data
- Simultaneous confidence intervals based on one-sided max \(t\) test
- Improved nonnegative estimation of multivariate components of variance
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
- Bayesian inference of a multivariate regression model
- On estimation in some reduced rank extended growth curve models
- Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
- Singular random matrix decompositions: Jacobians
- Minimax multivariate empirical Bayes estimators under multicollinearity
- Robust minimum information loss estimation
- Covariance adjustments in discrimination of mixed discrete and continuous variables
- Regression models with unknown singular covariance matrix
- Reduced-rank growth curve models
- Antieigenvalues and antieigenvectors in statistics.
- Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
- Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model
- Residuals in the growth curve model
- Approximating by the Wishart distribution
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Spherical ensembles
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
- Inference in the growth curve model under multivariate skew normal distribution
- Matrix variate Birnbaum-Saunders distribution under elliptical models
- A note on linearly constrained Bayes estimator in elliptical models
- A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
- Tests for covariance matrices in high dimension with less sample size
- Multivariate limited translation empirical Bayes estimators
- Empirical Bayes regression analysis with many regressors but fewer observations
- A two-step PLS inspired method for linear prediction with group effect
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
- Pseudo-inverse multivariate/matrix-variate distributions
- The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
- Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
- Singular matrix variate beta distribution
- The distribution of the residual from a general elliptical multivariate linear model
- Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
- Doubly singular matrix variate beta type I and II and singular inverted matricvariate t distributions
- Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
- Distribution of the generalised inverse of a random matrix and its applications
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test
- Distribution and density approximation of the co variance matrix in the growth curve model
- Improved second order estimation in the singular multivariate normal model
- Estimation of a high-dimensional covariance matrix with the Stein loss
- A model selection criterion for discriminant analysis of several groups when the dimension is larger than the total sample size
- Selection of variables in multivariate regression models for large dimensions
- Maximum likelihood estimators in a two step model for PLS
- A test for multivariate analysis of variance in high dimension
- Akaike information criterion for selecting variables in the nested error regression model
- scientific article; zbMATH DE number 3831113 (Why is no real title available?)
- Testing variance parameters in models with a Kronecker product covariance structure
- Economical process adjustment with sampling interval
- The growth curve model: a review
- On testing linear hypotheses on linear functional and structural relationships
- Estimation and Testing of Parameters in Multivariate Laplace Distribution
- On the distribution of matrix quadratic forms
- A study of linear model alysis by an error contour emulation
- Robust statistics for testing mean vectors of multivariate distributions
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
- On the choice of transformations of the correlation coefficient with or without an outlier
- Asymptotic approximation of misclassification probabilities in linear discriminant analysis with repeated measurements
- Residuals in the Extended Growth Curve Model
- scientific article; zbMATH DE number 4147329 (Why is no real title available?)
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