The following pages link to (Q5628978):
Displayed 50 items.
- An optimal property of the Gauss-Markov estimator (Q581967) (← links)
- The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution (Q582771) (← links)
- A new family of life distributions based on the elliptically contoured distributions (Q707057) (← links)
- A multivariate correlation ratio (Q789126) (← links)
- Principal components in the nonnormal case: The test of equality of q roots (Q793465) (← links)
- Elliptical symmetry and exchangeability with characterizations (Q808583) (← links)
- Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures (Q911141) (← links)
- Elliptically contoured random variables and their application to the extension of the Kalman filter (Q912478) (← links)
- Multivariate distributions defined in terms of contours (Q951083) (← links)
- A characterisation of scale mixtures of the uniform distribution (Q956358) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- An extension of the generalized Birnbaum-Saunders distribution (Q1003788) (← links)
- Positive dependence properties of elliptically symmetric distributions (Q1051376) (← links)
- Relationships among classes of spherical matrix distributions (Q1062712) (← links)
- Moments of elliptically distributed random variates (Q1081243) (← links)
- Tests for sphericity under correlated multivariate regression equations model (Q1091055) (← links)
- Multivariate Liouville distributions (Q1098196) (← links)
- The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric (Q1100823) (← links)
- On the distribution of the function of the F-matrix under an elliptical population (Q1116589) (← links)
- A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model (Q1117639) (← links)
- Stein estimation under elliptical distributions (Q1117641) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
- A characterization of Gaussian spaces (Q1147841) (← links)
- How to reduce the average complexity of convex hull finding algorithms (Q1151049) (← links)
- On the computer generation of random convex hulls (Q1155367) (← links)
- On the theory of elliptically contoured distributions (Q1157073) (← links)
- Invariant tests for the equality of k scale parameters under spherical symmetry (Q1159421) (← links)
- A characterization of the distributions that imply mean-variance utility functions (Q1169917) (← links)
- Mardia's coefficient of kurtosis in elliptical populations (Q1178646) (← links)
- LBI tests for multivariate normality in exponential power distributions (Q1182751) (← links)
- Improved estimates of location in the presence of an unknown scale (Q1182764) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Minimum distance discrimination rules and success rates for elliptical normal mixtures (Q1185553) (← links)
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- Extendibility of spherical matrix distributions (Q1254065) (← links)
- Multivariate extensions of univariate life distributions (Q1272745) (← links)
- A unified framework for significance testing in fractional factorials. (Q1274835) (← links)
- A model for perturbed production or measurement processes involving compound normal distributions (Q1294381) (← links)
- Characterizations of some subclasses of spherical distributions (Q1305271) (← links)
- Bayesian marginal equivalence of elliptical regression models (Q1314483) (← links)
- A predictivistic interpretation of the multivariate \(t\)-distribution (Q1346945) (← links)
- \(L_p\)-norm spherical distribution (Q1361622) (← links)
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- Bayesian analysis of the calibration problem under elliptical distributions. (Q1587197) (← links)
- On the conditional variance for scale mixtures of normal distributions (Q1587358) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Some characterizations of uniform models (Q1771478) (← links)