The following pages link to Tõnu Kollo (Q538190):
Displaying 25 items.
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- (Q1321986) (redirect page) (← links)
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices (Q1321987) (← links)
- Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices'' (Q1340290) (← links)
- The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix (Q1369317) (← links)
- Approximations to the distribution of the sample correlation matrix (Q1400011) (← links)
- Approximation of the non-null distribution of generalized \(T^2\)-statistics (Q1595136) (← links)
- Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution (Q1907815) (← links)
- Approximating by the Wishart distribution (Q1915256) (← links)
- Distribution and density approximation of the co variance matrix in the growth curve model (Q2716938) (← links)
- Tail dependence of skew <i>t</i>-copulas (Q2974910) (← links)
- (Q2996091) (← links)
- (Q2996101) (← links)
- Estimation in High-Dimensional Analysis and Multivariate Linear Models (Q3006260) (← links)
- Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula (Q3098928) (← links)
- Estimation and Testing of Parameters in Multivariate Laplace Distribution (Q3155401) (← links)
- (Q3350391) (← links)
- (Q3352272) (← links)
- (Q3354967) (← links)
- (Q3492979) (← links)
- Approximation of the Distribution of the Location Parameter in the Growth Curve Model (Q3505347) (← links)
- (Q3580450) (← links)
- (Q3732755) (← links)
- A Unified Approach to the Approximation of Multivariate Densities (Q3842749) (← links)
