XX.—On the Theory of Statistical Regression
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(25)- The middle-scale asymptotics of Wishart matrices
- Generation of multivariate normal samples with given sample mean and covariance matrix
- 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
- Large deviations of spread measures for Gaussian matrices
- Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
- 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
- A generalization of Bartlett's decomposition
- Riesz measures and Wishart laws associated to quadratic maps
- 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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