Pages that link to "Item:Q1053394"
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The following pages link to Distribution of eigenvalues in multivariate statistical analysis (Q1053394):
Displayed 32 items.
- Model selection in the space of Gaussian models invariant by symmetry (Q93776) (← links)
- Maximal invariants for Lorentz-Wishart models (Q387263) (← links)
- Estimation of means in graphical Gaussian models with symmetries (Q447850) (← links)
- On non-null distributions connected with testing that a real normal distribution is complex (Q581963) (← links)
- On the unitary diagonalisation of a special class of quaternion matrices (Q654189) (← links)
- On the asymptotic behaviour of random matrices in a multivariate statistical model (Q730707) (← links)
- Sufficiency, ancillarity and independence in invariant models (Q749060) (← links)
- Two testing problems relating the real and complex multivariate normal distributions (Q796933) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Star-shaped distributions and their generalizations (Q947245) (← links)
- General canonical correlations with applications to group symmetry models (Q972888) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Entropy inequalities for some multivariate distributions (Q1182755) (← links)
- A numerical procedure for finding the positive definite matrix closest to a patterned matrix (Q1186633) (← links)
- A test for the equality of the direction parameters in a sample from the \(N\)-dimensional hyperboloid distribution (Q1298992) (← links)
- Asymptotic normality under transformations. A result with Bayesian applications (Q1346940) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Random matrices with complex Gaussian entries (Q1425688) (← links)
- Wishart distributions on homogeneous cones (Q1770893) (← links)
- Symmetry and lattice conditional independence in a multivariate normal distribution (Q1807091) (← links)
- Estimation of proportional covariances in the presence of certain linear restrictions. (Q1884611) (← links)
- A likelihood ratio test for equality of natural parameters for generalized Riesz distributions (Q2352342) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
- New results on the convergence of random matrices (Q2863061) (← links)
- Asymptotic distributions of likelihood ratio criteria for two testing problems (Q4503205) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions (Q5750108) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- An expectation formula for the multivariate Dirichlet distribution (Q5935558) (← links)
- The Wishart distribution on symmetric cones (Q6119357) (← links)
- Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones (Q6193472) (← links)