Pages that link to "Item:Q1431440"

The following pages link to Singular Wishart and multivariate beta distributions (Q1431440):

Displaying 50 items.

• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• On surface integrals related to distributions of random matrices (Q414038) (← links)
• Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares (Q419328) (← links)
• On generalized multivariate analysis of variance (Q468006) (← links)
• Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
• Sampling error distribution for the ensemble Kalman filter update step (Q695757) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• Probabilistic clustering of time-evolving distance data (Q747287) (← links)
• Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
• Inverse Wishart distributions based on singular elliptically contoured distributions (Q861002) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
• Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
• Surveillance of the covariance matrix based on the properties of the singular Wishart distribution (Q961796) (← links)
• Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
• Predictive inference for singular multivariate elliptically contoured distributions (Q1021843) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
• Singular Riesz measures on symmetric cones (Q1704294) (← links)
• Singular random matrix decompositions: Jacobians (Q1776872) (← links)
• On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
• On the degrees of freedom in MCMC-based Wishart models for time series data (Q2018621) (← links)
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544) (← links)
• Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
• A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
• Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative (Q2103286) (← links)
• On the information obtainable from comparative judgments (Q2103575) (← links)
• Pairwise sparse + low-rank models for variables of mixed type (Q2181716) (← links)
• Covariance matrix estimation under data-based loss (Q2244574) (← links)
• Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
• Estimation of parameters in the extended growth curve model via outer product least squares for covariance (Q2341890) (← links)
• A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
• A note about measures and Jacobians of singular random matrices (Q2372138) (← links)
• An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
• Pseudo-inverse multivariate/matrix-variate distributions (Q2455471) (← links)
• Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
• The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
• On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory (Q2911668) (← links)
• Real-time covariance estimation for the local level model (Q4979095) (← links)
• On the Jacobians of singular matrix decomposition and its application (Q4992657) (← links)
• Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix (Q5041687) (← links)
• The Jacobians of matrix transformation about singular random matrices and its applications (Q5079094) (← links)
• On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372) (← links)