zbMath0724.62054MaRDI QIDQ3999358
Kai-Tai Fang, Yaoting Zhang
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics,
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix,
Doubly Non-centraltand Distributions Obtained Under Singular and Non-singular Elliptic Distributions,
Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions,
Influence Diagnostics for Elliptical Multivariate Linear Regression Models,
RESPONSE TO LETTER TO THE EDITOR,
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A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM,
On diagnostics in conditionally heteroskedastic time series models under elliptical distributions,
Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model,
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns,
A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic,
Randomized quasi-random sampling/importance resampling,
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Likelihood ratio tests for a dose‐response effect using multiple nonlinear regression models,
Addressing non-normality in multivariate analysis using the \(t\)-distribution,
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Influence diagnostics in the capital asset pricing model under elliptical distributions,
Influence diagnostics on the coefficient of variation of elliptically contoured distributions,
Comparison of different approaches for dose response analysis,
Diagnostics in multivariate generalized Birnbaum-Saunders regression models,
Generalized Tobit models: diagnostics and application in econometrics,
A stochastic representation for the lp-norm symmetric distribution and its applications,
Isotropic random fields with infinitely divisible marginal distributions,
Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations,
A semi-parametric approach to risk management,
Shrinkage Ridge Estimators in Linear Regression,
Influence in the Elliptical Modified Ridge Regression,
Moments of skew-normal random vectors and their quadratic forms,
Robust Bayesian inference on scale parameters,
Two‐stage estimation of limited dependent variable models with errors‐in‐variables,
The distribution of the sample variance of the global minimum variance portfolio in elliptical models,
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A general class of multivariate skew-elliptical distributions,
Birnbaum‐Saunders distribution: A review of models, analysis, and applications,
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and D. Kundu,
Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions,
Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots,
Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables,
Robust multivariate control charts based on Birnbaum–Saunders distributions,
Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions,
A necessary power divergence-type family of tests for testing elliptical symmetry,
Multivariate elliptically contoured autoregressive process,
Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution,
The Kotz-type distribution with applications,
A new family of multivariate slash distributions,
A Bayesian Test for the Mean of the Power Exponential Distribution,
High-dimensional MANOVA under weak conditions,
A note on estimation of the shape of density level sets of star-shaped distributions,
Determination and estimation of risk aversion coefficients,
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models,
Family of multivariate generalized \(t\) distributions,
Closure of multivariate \(t\) and related distributions,
Exact extreme value, product, and ratio distributions under non-standard assumptions,
How risky is the optimal portfolio which maximizes the Sharpe ratio?,
The geometrical interpretation of statistical tests in multivariate linear regression,
Sensitivity analysis in linear models,
Covariance matrices of quadratic forms in elliptical distributions,
A possible correlation between the basal ganglia motor function and the inverse kinematics calculation,
Estimating covariance in a growth curve model,
Cochran theorems for a multivariate elliptically contoured model,
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution,
Gram-Charlier-like expansions of power-raised hyperbolic secant laws,
Global optimization using \(q\)-gradients,
On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization,
Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution,
The expected values of invariant polynomials with matrix argument of elliptical distributions,
Convex and radially concave contoured distributions,
Conditional limiting distribution of type III elliptical random vectors,
Inference and mixture modeling with the elliptical Gamma distribution,
Local influence assessment in the growth curve model with unstructured covariance,
Canonical analysis of two Euclidean subspaces and its applications,
Generalised shape theory via pseudo-Wishart distribution,
Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data,
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions,
On the posterior distribution of the covariance matrix of the growth curve model,
Distribution theory of quadratic forms for matrix multivariate elliptical distribution,
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions,
Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization,
Inference in affine shape theory under elliptical models,
Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications,
On minimaxity of block thresholded wavelets under elliptical symmetry,
Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination,
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors,
A study of the effect of kurtosis on discriminant analysis under elliptical populations,
On the admissibility of stable spherical multivariate tests,
Elliptical affine shape distributions for real normed division algebras,
Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions,
On matrix-variate regression analysis,
Statistical theory of shape under elliptical models and singular value decompositions,
Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions,
Improved estimation of a covariance matrix in an elliptically contoured matrix distribution,
A note on the Cook's distance.,
Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions.,
Structural equation modeling of multivariate gamma density,
On completeness of the general linear model with spherically symmetric errors,
High-dimensional covariance matrices in elliptical distributions with application to spherical test,
A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions,
Preliminary test and Stein estimations in simultaneous linear equations,
Star-shaped distributions and their generalizations,
Rank covariance matrix estimation of a partially known covariance matrix,
Linear censored regression models with scale mixtures of normal distributions,
Testing independence with high-dimensional correlated samples,
A characterisation of scale mixtures of the uniform distribution,
The Frèchet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed,
Discriminant analysis with independently repeated multivariate measurements: an \(L^2\) approach,
Detection of block-exchangeable structure in large-scale correlation matrices,
The characteristic functions of spherical matrix distributions,
Statistical analysis of proficiency testing results under elliptical distributions,
A note on left-spherically distributed test with covariates,
Idea of constructing an image of Bayes action,
Large sample and robust properties of \(\widetilde {L} ^{2}\)-median,
On Wishart distribution: some extensions,
A new family of life distributions based on the elliptically contoured distributions,
Testing multivariate normality in incomplete data of small sample size,
Singular random matrix decompositions: distributions,
Sharp estimates for the CDF of quadratic forms of MPE random vectors,
A probabilistic approach to the geometry of the \(\ell^n_p\)-ball,
A unified approach to model selection and sparse recovery using regularized least squares,
Quadratic forms of refined skew normal models based on stochastic representation,
Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices,
Asymptotic properties of type I elliptical random vectors,
A generalization of the multivariate slash distribution,
Extensions of saddlepoint-based bootstrap inference,
Multivariate tests based on left-spherically distributed linear scores,
Some useful integrals and their applications in correlation analysis,
Non-linear properties of conditional returns under scale mixtures,
The probability content of cones in isotropic random fields,
A new family of life distributions for dependent data: estimation,
An identity for multivariate elliptically contoured matrix distribution,
Predictive inference for singular multivariate elliptically contoured distributions,
Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality,
The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution,
A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.,
On local influence for elliptical linear models,
Noncentral elliptical configuration density,
Extending the multivariate generalised \(t\) and generalised \(VG\) distributions,
An integral transform method for estimating the central mean and central subspaces,
Uniform designs for mixture-amount experiments and for mixture experiments under order restrictions,
Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus,
Bayesian analysis of the calibration problem under elliptical distributions.,
A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures,
Approximation of the non-null distribution of generalized \(T^2\)-statistics,
Local influence in multivariate elliptical linear regression models,
The distribution of Hermitian quadratic forms in elliptically contoured random vectors,
Power analysis for linear models with spherical errors,
Continuous elliptical and exponential power linear dynamic models,
A treatment of multivariate skewness, kurtosis, and related statistics.,
A distance between elliptical distributions based in an embedding into the Siegel group,
Unbiased risk estimates for matrix estimation in the elliptical case,
Testing hypotheses about covariance matrices in general MANOVA designs,
Ridge Estimation under the Stochastic Restriction,
A multivariate generalization of the power exponential family of distributions,
The inverse problem of multivariate and matrix-variate skew normal distributions,
The limiting distributions of some subclasses of the generalized non-central \(t\)-distribution,
Multiple outlier detection in growth curve model with unstructured covariance matrix,
Moments of variables summing to gamma order statistics,
Subjective Bayesian Analysis of the Elliptical Model,
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions,
Multivariate statistical models for image denoising in the wavelet domain,
Estimation of scale matrix of elliptically contoured matrix distributions,
Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions,
Moderate Deviations Results for a Symmetry Testing Statistic Based on the Kernel Density Estimator for Directional Data,
Estimation of scatter matrix based on i.i.d. sample from elliptical distributions,
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions,
Analyzing Mean Profiles of Nonnormal Populations,
Some comments on zonal polynomials and their expected values with respect to elliptical distributions,
A test procedure for uniformity on the Stiefel manifold based on projection,
Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach,
\(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size,
On the geometry of multivariate generalized Gaussian models,
Matrix variate Birnbaum-Saunders distribution under elliptical models,
Scale and shape mixtures of matrix variate extended skew normal distributions,
Spherical ensembles,
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices,
Semiparametric estimation of the high-dimensional elliptical distribution,
Distribution of complex algebraic numbers on the unit circle,
Large deviations and moderate deviations for kernel density estimators of directional data,
On singular elliptical models,
Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError,
Robustness properties of dispersion estimators,
On the Behavior of the Distributions of the Probabilities of Misclassification in the use of the Linear Discriminant Function Under Multinonnormality,
Ordering results for elliptical distributions with applications to risk bounds,
Profile analysis in high dimensions,
The joint distribution of Studentized residuals under elliptical distributions,
On the non existence of unbiased estimators of risk for spherically symmetric distributions,
FDR- and FWE-controlling methods using data-driven weights,
Extremes of conditioned elliptical random vectors,
The distribution of residuals from a general elliptical linear model,
Testing multinormality based on low-dimensional projection,
Exponential scale mixture of matrix variate Cauchy distribution,
Confidence regions for stabilized multivariate tests,
Multimatricvariate distribution under elliptical models,
Covariance matrix estimation under data-based loss,
Multivariate Three-Parameter Log-Elliptical Distributions,
Hierarchical orbital decompositions and extended decomposable distributions,
An implicit function approach to constrained optimization with applications to asymptotic expansions,
Properties of noncentral Dirichlet distributions,
Robust linear functional mixed models,
Copula-based geostatistical modeling of continuous and discrete data including covariates,
On Mardia's and Song's measures of kurtosis in elliptical distributions,
Stein's lemma for elliptical random vectors,
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices,
On generalized Wishart distributions. II: Sphericity test,
A semiparametric density estimator based on elliptical distributions,
Point-symmetric multivariate density function and its decomposition,
Estimation and Testing in Elliptical Functional Measurement Error Models,
Sequences of elliptical distributions and mixtures of normal distributions,
Measuring stochastic dependence using \(\phi\)-divergence,
The matrix-\(t\) distribution and its applications in predictive inference,
A note on classical Stein-type estimators in elliptically contoured models,
Estimation and inference for dependence in multivariate data,
Statistical inference for location and scale of elliptically contoured models with monotone missing data,
Complex elliptical distributions with application to shape analysis,
On some tests of the covariance matrix under general conditions,
The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic Distribution,
Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models,
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,
Projected elliptical distributions,
Robust Inference in Conditionally Linear Nonlinear Regression Models,
Singular extended skew-elliptical distributions,
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions,
Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions,
Robust multiobjective optimization \& applications in portfolio optimization,
The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution,
Statistical theory of shape under elliptical models via polar decompositions,
SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS,
Quantile-based optimal portfolio selection,
A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS,
Assessing local influence for elliptical linear models under equality constraints,
Inferences from asymmetric multivariate exponential power distribution,
On distance-type Gaussian estimation,
Matrix differential calculus with applications in the multivariate linear model and its diagnostics,
Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres,
Outlier detection under star-contoured errors,
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond,
The simultaneous test of equality and circularity of several covariance matrices,
Shrinkage Estimation Under Multivariate Elliptic Models,
Straight-line models in star-shaped mixtures,
Multivector variate distributions,
Consistency of invariance-based randomization tests,
A new class of multivariate distributions: scale mixture of Kotz-type distributions,
Statistical properties of gene-gene correlations in omics experiments,
Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables,
An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model,
A note on Stein-type shrinkage estimator in partial linear models,
Influence diagnostics in elliptical spatial linear models,
An alternative proof for a version of cochran's theorem under elliptical settings