The following pages link to (Q4004320):
Displaying 50 items.
- On the moments of ratios of quadratic forms in normal random variables (Q57675) (← links)
- Mean and variance of the LQG cost function (Q259452) (← links)
- Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density (Q261030) (← links)
- Variable metric random pursuit (Q263217) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output (Q284204) (← links)
- Sharp spectral bounds of several graph parameters using eigenvector norms (Q286136) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications (Q444965) (← links)
- Tripotency of a linear combination of two involutory matrices and a tripotent matrix that mutually commute (Q448357) (← links)
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes (Q454458) (← links)
- Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector (Q505485) (← links)
- Assessment of \(T^2\)- and \(Q\)-statistics for detecting additive and multiplicative faults in multivariate statistical process monitoring (Q509339) (← links)
- Convexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic forms (Q607786) (← links)
- Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices (Q632757) (← links)
- Initial estimates of the linear subsystems of Wiener-Hammerstein models (Q694843) (← links)
- Subspace design of low-rank estimators for higher-order statistics (Q697798) (← links)
- On idempotency of linear combinations of idempotent matrices (Q702664) (← links)
- Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678) (← links)
- Tikhonov-Phillips regularizations in linear models with blurred design (Q726578) (← links)
- Direct variable selection for discrimination among several groups (Q764483) (← links)
- On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data (Q826657) (← links)
- Capacity of orthogonal space-time block codes in MISO fading channels with co-channel interference and noise (Q848348) (← links)
- A certain class of Laplace transforms with applications to reaction and reaction-diffusion equations (Q863228) (← links)
- A tale of two countries: The Craig-Sakamoto-Matusita theorem (Q947244) (← links)
- Random eigenvalue problems revisited (Q949149) (← links)
- Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
- Errors in discrimination with monotone missing data from multivariate normal populations (Q959348) (← links)
- Analysis of high-dimensional repeated measures designs: the one sample case (Q961127) (← links)
- Sharp estimates for the CDF of quadratic forms of MPE random vectors (Q979230) (← links)
- Testing for lack of dependence between functional variables (Q984012) (← links)
- On idempotency and tripotency of linear combinations of two commuting tripotent matrices (Q1004232) (← links)
- Identities for negative moments of quadratic forms in normal variables (Q1012096) (← links)
- A class of bivariate exponential distributions (Q1012540) (← links)
- Joint statistics of natural frequencies of stochastic dynamic systems (Q1015681) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model (Q1023752) (← links)
- On the sensitivity of the one-sided \(t\) test to covariance misspecification (Q1026344) (← links)
- Testing for equality of means of a Hilbert space valued random variable (Q1046552) (← links)
- The probability content of cones in isotropic random fields (Q1268019) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- A note on the rank-subtractivity ordering (Q1300827) (← links)
- Rank-score tests in factorial designs with repeated measures (Q1303863) (← links)
- First inverse moment of a generalized quadratic form (Q1305224) (← links)
- Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
- Versions of Cochran's theorem for general quadratic expressions in normal matrices (Q1361758) (← links)
- Bounds on Mahalanobis norms and their applications (Q1369288) (← links)
- The practice of Delta--Gamma VaR: Implementing the quadratic portfolio model. (Q1406488) (← links)
