scientific article; zbMATH DE number 976830
eigenvalueslinear modelseigenvectorsmultivariate analysisstochastic processesregression analysismatrix algebraquadratic formsmatrix factorizationsgeneralized inversesmatrix operatorssystems of linear equationsmatrix normsvector spacesmatrix derivativesintroductory textbookmatrix analysis for statistics
Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Linear equations (linear algebraic aspects) (15A06) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Matrices of integers (15B36) Canonical forms, reductions, classification (15A21) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Calculus of vector functions (26B12) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra (15-01) Vector spaces, linear dependence, rank, lineability (15A03) Linear transformations, semilinear transformations (15A04)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
- Model-based principal components of correlation matrices
- Minimum message length estimation using EM methods: a case study
- Optimal cross-over designs for nonlinear mixed models using a first-order expansion
- Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters
- Nonparametric methods for unbalanced multivariate data and many factor levels
- A generalization of Tyler's M-estimators to the case of incomplete data
- Stable distributions for open populations subject to periodical reclassifications
- Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights
- Asymptotic distributions of robust shape matrices and scales
- Estimation in second-order models with errors in the factor levels
- A study of generalized skew-normal distribution
- Evaluation of the mixed linear model with orthogonalized and Studentized residuals
- Open problem on \(\sigma\)-invariant
- Asymptotic results with generalized estimating equations for longitudinal data
- Mean driven balance and uniformly best linear unbiased estimators
- A model for open populations subject to periodical re-classifications
- Lattices of Jordan algebras
- Evaluation of some random effects methodology applicable to bird ringing data
- Bivariate traits association analysis using generalized estimating equations in family data
- scientific article; zbMATH DE number 2146311 (Why is no real title available?)
- A note on scale mixtures of skew normal distribution
- Addressing the algebraic structure of a linear mixed model with balanced design towards model extension
- Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
- The three basic types of residuals for a linear model
- Penalized maximum likelihood estimation of a stochastic multivariate regression model
- Efficient estimation in heteroscedastic single-index models
- Outlier detection via a block diagonal product estimator
- Some statistical properties of Hadamard products of random matrices.
- Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure
- An adaptive method for likelihood optimization in linear mixed models under constrained search spaces
- Proof of conjectures on the distance signless Laplacian eigenvalues of graphs
- Estimating the Hurst effect and its application in monitoring clinical trials
- Multivariate skewness and kurtosis measures with an application in ICA
- A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
- Matrix integral
- Linear algebra and matrix analysis for statistics
- Matrix analysis for statistics
- On the eigenvalues of \(A_\alpha \)-matrix of graphs
- Zagreb energy of some classes of graphs
- On conjectures involving second largest signless Laplacian eigenvalue of graphs
- Inference for types and structured families of commutative orthogonal block structures
- An implicit wavelet collocation method for variable coefficients space fractional advection-diffusion equations
- The theoretical analysis of GLRAM and its applications
- Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Nordhaus-Gaddum-type result on the second largest signless Laplacian eigenvalue of a graph
- An elementary nonparametric differencing test of equality of regression functions
- Asymptotic distributions of empirical interaction information
- Numerically stable methods for the computation of exit rates in Markov chains
- Exact sampling distribution of the general case sample correlation matrix
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality
- Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach
- Robust dimension reduction based on canonical correlation
- Test for Trend With a Multinomial Outcome
- Predicting threshold exceedance by local block means in soil pollution surveys
- Solving large interval availability models using a model transformation approach
- On energy and Laplacian energy of graphs
- Nonparametric methods in multivariate factorial designs for large number of factor levels
- scientific article; zbMATH DE number 4014909 (Why is no real title available?)
- Geometric aspects of deletion diagnostics in multivariate regression
- The portmanteau tests and the LM test for ARMA models with uncorrelated errors
- Optimal difference-based estimation for partially linear models
- Moments of random vectors with skew \(t\) distribution and their quadratic forms.
- On the eigenvalues and energy of the Seidel and Seidel Laplacian matrices of graphs
- On the relations among regular, equal unique variances, and image factor analysis models
- An optimal \(k\)-nearest neighbor for density estimation
- Estimation in models with commutative orthogonal block structure
- Considering the sample sizes as truncated Poisson random variables in mixed effects models
- More on restricted canonical correlations
- Characterization of graphs having extremal Randić indices
- Influence measure based on probabilistic behavior of regression estimators
- A test for the mean vector with fewer observations than the dimension
- Efficient regularization parameter selection via information criteria
- A likelihood ratio test for separability of covariances
- Bounds for the distance to the nearest correlation matrix
- Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
- On the normalized distance Laplacian eigenvalues of graphs
- On average eccentricity of graphs
- Limited information goodness-of-fit testing in multidimensional contingency tables
- Optimal measurement conditions for spatiotemporal EEG/MEG source analysis
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
- Separating a mixture of two normals with proportional covariances
- Analysis of binary spatial data by quasi-likelihood estimating equations
- Prediction of nonlinear spatial functionals
- Matrix analysis and applications
- A relation between proximity and the third largest distance eigenvalue of a graph
- On incidence energy of graphs
- On spectral radius and energy of extended adjacency matrix of graphs
- A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis
- scientific article; zbMATH DE number 7370570 (Why is no real title available?)
- Bayesian analysis of the error correction model
- Transformed Estimation for Panel Interactive Effects Models
- First Zagreb spectral radius of unicyclic graphs and trees
- On evaluating higher-order derivatives of the QR decomposition of tall matrices with full column rank in forward and reverse mode algorithmic differentiation
- Bounds and extremal graphs for Harary energy
- Testing for random effects in panel models with spatially correlated disturbances
- On periodic time-varying bilinear processes: structure and asymptotic inference
- On distance Laplacian and distance signless Laplacian eigenvalues of graphs
- On the least eigenvalue of \(A_\alpha \)-matrix of graphs
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 Q4331783)