scientific article; zbMATH DE number 976830

From MaRDI portal
Publication:4331783

zbMath0872.15002MaRDI QIDQ4331783

James R. Schott

Publication date: 6 February 1997


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



Related Items

Estimation and Testing of Parameters in Multivariate Laplace DistributionAn implicit wavelet collocation method for variable coefficients space fractional advection-diffusion equationsOn evaluating higher-order derivatives of the QR decomposition of tall matrices with full column rank in forward and reverse mode algorithmic differentiationMatrix integralBivariate traits association analysis using generalized estimating equations in family dataNumerically stable methods for the computation of exit rates in Markov chainsBayesian analysis of the error correction modelOptimal difference-based estimation for partially linear modelsVariance Components Estimation in Mixed Linear Model—The Sub-diagonalization MethodOn periodic time-varying bilinear processes: structure and asymptotic inferenceAsymptotic results with generalized estimating equations for longitudinal dataAnalysis of binary spatial data by quasi-likelihood estimating equationsThe theoretical analysis of GLRAM and its applicationsOn average eccentricity of graphsCharacterization of graphs having extremal Randić indicesA relation between proximity and the third largest distance eigenvalue of a graphEstimating correlation matrices that have common eigenvectors.Model-based principal components of correlation matricesAssessing the size of model misfit in structural equation modelsOn the eigenvalues of \(A_\alpha \)-matrix of graphsEigenvalues of the resistance-distance matrix of complete multipartite graphsUnnamed ItemFast projections onto mixed-norm balls with applicationsEvaluation of the mixed linear model with orthogonalized and Studentized residualsEstimation in models with commutative orthogonal block structureAn asymptotic expansion for probabilities of moderate deviations for multivariate martingalesSimultaneous choice of time points and the block design in the growth curve modelPenalized maximum likelihood estimation of a stochastic multivariate regression modelAn optimal \(k\)-nearest neighbor for density estimationOn incidence energy of graphsMoments of scale mixtures of skew-normal distributions and their quadratic formsMoments of random vectors with skew \(t\) distribution and their quadratic forms.Optimal measurement conditions for spatiotemporal EEG/MEG source analysisTesting over-identifying restrictions without consistent estimation of the asymptotic covariance matrixTesting for random effects in panel models with spatially correlated disturbancesMoment testing for interaction terms in structural equation modelingSolving large interval availability models using a model transformation approachProof of conjectures on the distance signless Laplacian eigenvalues of graphsA matrix inequality and its statistical applicationFolded over non-orthogonal designsOn spectral radius and energy of extended adjacency matrix of graphsA new test for the mean vector in large dimension and small samplesTesting equality of generalized variances of k multivariate normal populationsNonparametric methods for unbalanced multivariate data and many factor levelsEstimation in Second-Order Models with Errors in the Factor LevelsJoining models with commutative orthogonal block structureInference forLorthogonal modelsA note on scale mixtures of skew normal distributionHotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormalityAsymptotic distributions of empirical interaction informationEstimating the Hurst effect and its application in monitoring clinical trialsEx-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approachMinimum message length estimation using EM methods: a case studyMultivariate skewness and kurtosis measures with an application in ICANonparametric methods in multivariate factorial designs for large number of factor levelsA test for the mean vector with fewer observations than the dimensionOptimal cross-over designs for nonlinear mixed models using a first-order expansionRobust dimension reduction based on canonical correlationOn the relations among regular, equal unique variances, and image factor analysis modelsLattices of Jordan algebrasA generalization of Tyler's M-estimators to the case of incomplete dataA model for open populations subject to periodical re-classificationsComplete and sufficient statistics and perfect families in orthogonal and error orthogonal normal modelsOn conjectures involving second largest signless Laplacian eigenvalue of graphsLimited information goodness-of-fit testing in multidimensional contingency tablesThe moment of inertia and the linear discriminant functionAsymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both largeLeast squares and generalized least squares in models with orthogonal block structureA likelihood ratio test for separability of covariancesBlockwise projection matrix versus blockwise data on undersampled problems: analysis, comparison and applicationsPredicting threshold exceedance by local block means in soil pollution surveysOn the least eigenvalue of \(A_\alpha \)-matrix of graphsOn the scale mixtures of multivariate skew slash distributionsBounds for the spectral radius and energy of extended adjacency matrix of graphsInfluence measure based on probabilistic behavior of regression estimatorsOn optimal design for a Poisson regression model with random interceptA note on Cochran test for homogeneity in one-way ANOVA and meta-analysisOn Energy and Laplacian Energy of GraphsSeparating a mixture of two normals with proportional covariancesA note on applying the BCH method under linear equality and inequality constraintsBounds for the Distance to the Nearest Correlation MatrixAsymptotic distributions of robust shape matrices and scalesThe Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated ErrorsStable distributions for open populations subject to periodical reclassificationsRegression using localised functional Bregman divergenceAn elementary nonparametric differencing test of equality of regression functionsAsymptotic theory for longitudinal data with missing responses adjusted by inverse probability weightsA Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term CareLaplace approximations to means and variances with asymptotic modesCross additivity in balanced cross nesting modelsOn energy and Laplacian energy of chain graphsAn analytical algorithm for generalized low-rank approximations of matricesOpen problem on \(\sigma\)-invariantOn the normalized distance Laplacian eigenvalues of graphsA study of generalized skew-normal distributionInference for types and structured families of commutative orthogonal block structuresMore on restricted canonical correlationsOutlier detection via a block diagonal product estimatorPrediction of nonlinear spatial functionalsMean driven balance and uniformly best linear unbiased estimatorsEfficient Regularization Parameter Selection Via Information CriteriaEvaluation of some random effects methodology applicable to bird ringing dataA Nonparametric Version of the Bartlett-Nanda-Pillai Multivariate Test. Asymptotics, Approximations, and ApplicationsNoncentral Wishart matrices, asymptotic normality of vec and smooth statisticsBounds and extremal graphs for Harary energyTest for Trend With a Multinomial OutcomeConfidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structureOn the Sα-matrix of graphsStochastic representations and probabilistic characteristics of multivariate skew-elliptical distributionsGeometric aspects of deletion diagnostics in multivariate regressionTransient Analysis of Large Markov Models with Absorbing States Using Regenerative RandomizationHeteroscedastic additive models - Estimating the fixed effects and covariance matrix parametersSkew Gaussian Process for Nonlinear RegressionTransient analysis of Markov models of fault‐tolerant systems with deferred repair using split regenerative randomizationSome statistical properties of Hadamard products of random matrices.On distance Laplacian and distance signless Laplacian eigenvalues of graphsSufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objectsNordhaus-Gaddum-type result on the second largest signless Laplacian eigenvalue of a graphEfficient estimation in heteroscedastic single-index modelsConsidering the sample sizes as truncated Poisson random variables in mixed effects modelsZagreb energy of some classes of graphs