XX.—On the Theory of Statistical Regression

Cited In (25)

Generation of multivariate normal samples with given sample mean and covariance matrix
The middle-scale asymptotics of Wishart matrices
Covariance estimation: the GLM and regularization perspectives
Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions
Effect of non-centrality on the Bartlett decomposition of a Wishart matrix
Contributions to the theory of multivariate statistical analysis.
Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
Large deviations of spread measures for Gaussian matrices
The life and work of Gustav Elfving.
Interpolation with uncertain spatial covariances: A Bayesian alternative to Kriging
On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
Riesz measures and Wishart laws associated to quadratic maps
A generalization of Bartlett's decomposition
The Language of the English Biometric School
Maximum-likelihood estimation of the parameters of a multivariate normal distribution
The Riesz probability distribution: Generation and EM algorithm
Gram-Schmidt Orthogonalization of Multinormal Variates: Applications in Genetics
On the Gaussian representation of the Riesz probability distribution on symmetric matrices
Doing Least Squares: Perspectives from Gauss and Yule
Contributions to the Theory of Multivariate Statistical Analysis
Spatial prediction and temporal backcasting for environmental fields having monotone data patterns
Fisher and regression
Determinants of block Hankel matrices for random matrix-valued measures
Multivariate spatial interpolation and exposure to air pollutants

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