The following pages link to Hiroshi Kurata (Q275227):
Displaying 35 items.
- On cell matrices: a class of Euclidean distance matrices (Q275228) (← links)
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
- A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions (Q613175) (← links)
- Principal points of a multivariate mixture distribution (Q618144) (← links)
- Majorization for the eigenvalues of Euclidean distance matrices (Q665966) (← links)
- Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix (Q726657) (← links)
- Principal points for an allometric extension model (Q744816) (← links)
- The cell matrix closest to a given Euclidean distance matrix (Q745190) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- A group majorization ordering for Euclidean distance matrices (Q861025) (← links)
- Optimal estimators of principal points for minimizing expected mean squared distance (Q897631) (← links)
- On principal points for location mixtures of spherically symmetric distributions (Q947243) (← links)
- Allometric extension model for conditional distributions (Q953858) (← links)
- Multispherical Euclidean distance matrices (Q977468) (← links)
- A generalization of Rao's covariance structure with applications to several linear models (Q1275417) (← links)
- On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- Inequalities associated with intra-inter-class correlation matrices. (Q1421871) (← links)
- On Cartesian product of Euclidean distance matrices (Q1629838) (← links)
- Some theorems on the core inverse of matrices and the core partial ordering (Q1740235) (← links)
- A maximal extension of the Gauss-Markov theorem and its nonlinear version. (Q1867133) (← links)
- One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
- Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961) (← links)
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
- Moore-Penrose inverse of a Euclidean distance matrix (Q2259283) (← links)
- A propensity score adjustment for multiple group structural equation modeling (Q2260985) (← links)
- Characterization of multispherical and block structures of Euclidean distance matrices (Q2435528) (← links)
- (Q2740981) (← links)
- Linear Subspace Spanned by Principal Points of a Mixture of Spherically Symmetric Distributions (Q3017879) (← links)
- (Q3161405) (← links)
- Foreign Economic Aid and Trade Liberalization Under Imperfect Competition (Q3399893) (← links)
- Determining the minimum rank of matroids whose basis graph is common (Q5300997) (← links)
- Optimal Correlation Preserving Linear Predictors of Factor Scores in Factor Analysis (Q5413547) (← links)
- A modelling framework for regression with collinearity (Q6049416) (← links)
