Normal Multivariate Analysis and the Orthogonal Group
From MaRDI portal
Publication:5826122
DOI10.1214/aoms/1177728846zbMath0055.13203OpenAlexW2009188663MaRDI QIDQ5826122
Publication date: 1954
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177728846
Related Items
On the largest principal angle between random subspaces, Functions of singular random matrices with applications, On principal components regression, random projections, and column subsampling, Bayesian point estimation of the cointegration space, Crofton formulas and indefinite signature, The geometrical interpretation of statistical tests in multivariate linear regression, Some estimation theory on the sphere, Bayesian analysis of the error correction model, A note about measures and Jacobians of singular random matrices, The zonoid algebra, generalized mixed volumes, and random determinants, The ``north pole problem and random orthogonal matrices, The Horn problem for real symmetric and quaternionic self-dual matrices, Congruent Voronoi tessellations from equiangular lines, Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion, A bound on Grassmannian codes, A regularized profile likelihood approach to covariance matrix estimation, Inverse Wishart distributions based on singular elliptically contoured distributions, On optimal estimators of shift population density functions and conditions of their consistency, The lower dimensional Busemann-Petty problem for bodies with the generalized axial symmetry, Reduced-rank models for interaction in unequally replicated two-way classifications, Edgeworth and saddle-point approximations for random rectangular matrices, Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear, Spherical matrix distributions and Cauchy quotients, A note about measures, Jacobians and Moore-Penrose inverse, Conditional and unconditional statistical independence, Impacts of high dimensionality in finite samples, Distribution theory of quadratic forms for matrix multivariate elliptical distribution, Optimal shrinkage of eigenvalues in the spiked covariance model, A canonical decomposition of the probability measure of sets of isotropic random points in \(\mathbb{R}^n\), A central limit theorem for projections of the cube, Nearly optimal stochastic approximation for online principal subspace estimation, Matrix variate Birnbaum-Saunders distribution under elliptical models, Krylov complexity and spectral form factor for noisy random matrix models, Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis, Concentrated matrix Langevin distributions, Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors, On surface integrals related to distributions of random matrices, The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices, Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix, Generalised Watson distribution on the hypersphere with applications to clustering, Small-sample statistical condition estimation of large-scale generalized eigenvalue problems, Unnamed Item, Unnamed Item, The matrix angular central Gaussian distribution, Distributions of orientations on Stiefel manifolds, Integrals over Grassmannians and random permutations., Inference for VARs identified with sign restrictions, On generalized multivariate analysis of variance, Geometry and multiple direction estimation, COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS, Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold, Regularized LIML for many instruments, Admissibility and minimaxity of Bayes estimators for a normal mean matrix, Improved loss estimation for a normal mean matrix, Computing Jacobians using exterior products, Distributions of the Largest Singular Values of Skew-Symmetric Random Matrices and their Applications to Paired Comparisons, A statistical model for random rotations, The exact non-central distribution of the generalized variance, Singular random matrix decompositions: distributions, Testing independence with additional information, On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct, POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION, Singular random matrix decompositions: Jacobians, BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION, Subspace rotations for high-dimensional outlier detection, Asymptotic expansions for distributions of latent roots in multivariate analysis, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, State space models on special manifolds, Unconstrained representation of orthogonal matrices with application to common principal components, Bayesian inference in a time varying cointegration model, Alternative derivations of some multivariate distributions, Invariant Inference and Efficient Computation in the Static Factor Model, Random orthogonal matrices and the Cayley transform, Statistical theory of shape under elliptical models via polar decompositions, On the expectation of a ratio of quadratic forms in normal variables, Density estimation on the Stiefel manifold, FLAG AREA MEASURES, High dimensional limit theorems and matrix decompositions on the Stiefel manifold, Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions, The exact distribution of exogenous variable coefficient estimators, The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis, Distribution theory for some tests of independence of seemingly unrelated regressions, Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. 2, Methods of density estimation on the Grassmann manifold, The 70th anniversary of the distribution of random matrices: A survey, Distribution of the generalised inverse of a random matrix and its applications, Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation, Exact densities for variance estimators of the structural disturbances in simultaneous equations models