scientific article

From MaRDI portal
Publication:3994346

zbMath0667.15010MaRDI QIDQ3994346

Jan R. Magnus

Publication date: 17 September 1992


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Testing the equality of correlation matrices when sample correlation matrices are dependent, A note about measures and Jacobians of singular random matrices, Block bialternate sum and associated stability formulae, Dimensionality reduction in quadratic discriminant analysis, Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions, Local identifiability of the factor analysis and measurement error model parameter, Matrix exponential stochastic volatility with cross leverage, Further results on the vecd operator and its applications, The estimation of normal mixtures with latent variables, A note about measures, Jacobians and Moore-Penrose inverse, Testing for the equality of several correlation matrices, A note on Silvey's (1959) theorem, Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data, Estimating correlation matrices that have common eigenvectors., A quasi-separation principle and Newton-like scheme for coherent quantum LQG control, A numerical approach to optimal coherent quantum LQG controller design using gradient descent, An alternative approach to estimation of structural vector error correction models with long-run restrictions, Model-based principal components of correlation matrices, Direct coupling coherent quantum observers with discounted mean square performance criteria and penalized back-action, The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data, WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS, Matrix variate Birnbaum-Saunders distribution under elliptical models, On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing, Euclidean Representation of Low-Rank Matrices and Its Geometric Properties, A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns, Kronecker product permutation matrices and their application to moment matrices of the normal distribution, Factor representing portfolios in large asset markets, Zero-diagonality as a linear structure, Unnamed Item, Bounds for non-central chi-square distributions having unobservable random non-centrality parameters, Impulse response analysis of cointegrated systems, Large-dimensional factor modeling based on high-frequency observations, Corrigendum to ``Inference on impulse response functions in structural VAR models, Eigenprojections and the equality of latent roots of a correlation matrix, On the relationship between the matrix operators, vech and vecd, The Jacobian of the exponential function, A spectral EM algorithm for dynamic factor models, Quadratic prediction of factor scores, Asymmetric multivariate normal mixture GARCH, Some tests for the equality of covariance matrices, Variance least squares estimators for multivariate linear mixed model, A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix, Laplace approximations to hypergeometric functions of two matrix arguments, A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling, Singular random matrix decompositions: Jacobians, A class of log-linear models with constrained marginal distributions, A note on marginalization of regression parameters from mixed models of binary outcomes, A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals, Consistent non-Gaussian pseudo maximum likelihood estimators, The distribution of the residual from a general elliptical multivariate linear model, Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses, Multivariate rotated ARCH models, Generalised cepstral models for the spectrum of vector time series, Matrix representations, linear transformations, and kernels for disambiguation in natural language, Estimation strategy of multilevel model for ordinal longitudinal data, Laplace approximation for Bessel functions of matrix argument, Matrix differential calculus with applications in the multivariate linear model and its diagnostics, Constrained visual servoing under uncertain dynamics, Effects of Parametric Uncertainties in Cascaded Open Quantum Harmonic Oscillators and Robust Generation of Gaussian Invariant States, Laplace approximations for hypergeometric functions with Hermitian matrix argument, Common principal components for dependent random vectors, Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances, Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances, Matrix algebra for higher order moments, Local influence in multivariate elliptical linear regression models, Proximity-Structured Multivariate Volatility Models, Efficient estimation of general linear mixed effects models, On the identification of restricted factor loading matrices: An alternative condition, Infinite-horizon risk-sensitive performance criteria for translation invariant networks of linear quantum stochastic systems, Testing for elliptical symmetry in covariance matrix based analyses.