scientific article; zbMATH DE number 219860
zbMATH Open0795.62049MaRDI QIDQ4695793FDOQ4695793
Authors: Persi Diaconis, Morris L. Eaton, Steffen Lauritzen 
Publication date: 29 June 1993
Title of this publication is not available (Why is that?)
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linear modelinvarianceanalysis of variancemixture of normal distributionscovariance modelsrandom orthogonal matricessymmetry conditionsvariation distancede Finetti type theorems
Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10) Random matrices (algebraic aspects) (15B52)
Cited In (34)
- The entries of Haar-invariant matrices from the Classical compact groups
- Rotatable random sequences in local fields
- On a class of exchangeable sequences
- Total variation approximation of random orthogonal matrices by Gaussian matrices
- Spherical symmetry: An elementary justification
- Random orthogonal matrices and the Cayley transform
- How many entries of a typical orthogonal matrix can be approximated by independent normals?
- Characteristic polynomials of random truncations: Moments, duality and asymptotics
- Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
- Borel theorems for random matrices from the classical compact symmetric spaces
- Gaussian processes, kinematic formulae and Poincaré's limit
- Linear functions on the classical matrix groups
- Full predictivistic modeling of stock market data: application to change point problems
- Predictive construction of priors in Bayesian nonparametrics
- A note on extendibility and predictivistic inference in finite populations
- De Finetti's theorem for abstract finite exchangeable sequences
- Stein's method, heat kernel, and linear functions on the orthogonal groups
- Schur-Weyl duality for the Clifford group with applications: property testing, a robust Hudson theorem, and de Finetti representations
- Euclidean distance between Haar orthogonal and Gaussian matrices
- A predictivistic interpretation of the multivariate \(t\)-distribution
- Maxima of entries of Haar distributed matrices
- On a class of exchangeable sequences
- Characterizations of multivariate spherical distributions in \(l_\infty\)-norm
- Predictivistic characterizations of multivariate Student-\(t\) models
- Non-homogeneous de Finetti-type theorems
- Conditioning on uncertain event: Extensions to Bayesian inference.
- Limit theorems for beta-Jacobi ensembles
- Inference under representable priors for Pearson type II models in finite populations
- Quantitative approximate independence for continuous mean field Gibbs measures
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- Distances between random orthogonal matrices and independent normals
- Extremal statistics of quadratic forms of GOE/GUE eigenvectors
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