scientific article; zbMATH DE number 2171896
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- Inference in the growth curve model under multivariate skew normal distribution
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- Identifiability of affine linear parameter-varying models
- Estimating the number of basins of attraction of multi-objective combinatorial problems
- Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model
- Perturbation analysis for the matrix least squares problem A X B = C
- Extended GMANOVA model with a linearly structured covariance matrix
- Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness
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- Sensitivity analysis in linear models
- Overview of recent results in growth-curve-type multivariate linear models
- Maximum likelihood estimators in a two step model for PLS
- More on the Kronecker structured covariance matrix
- Linear models with doubly exchangeable distributed errors
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- On the distribution of matrix quadratic forms
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- Multivariate statistical methods. Going beyond the linear. -- vector-moments and vector-cumulants -- nonlinear statistics of normal multivariates -- testing skewness and kurtosis
- Inference for multivariate regression model based on synthetic data generated using plug-in sampling
- Testing in the growth curve model with intraclass correlation structure
- Derivatives of triangular, Toeplitz, circulant matrices and of matrices of other forms over semirings
- Bayesian growth curve model useful for high-dimensional longitudinal data
- Graphical analysis of residuals in multivariate growth curve models and applications in the analysis of longitudinal data
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
- On nonparametric density estimation for multivariate linear long-memory processes
- Small area estimation using reduced rank regression models
- Mixtures of traces of Wishart and inverse Wishart matrices
- On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix
- Testing a block exchangeable covariance matrix
- Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
- Constructing networks by filtering correlation matrices: a null model approach
- Tests for multivariate normality based on canonical correlations
- Empirical cumulant function based parameter estimation in stable laws
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
- Spectral analysis of the fourth moment matrix
- Least squares solutions with special structure to the linear matrix equation AXB = C
- Estimation of several intraclass correlation coefficients
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