Recent Developments in Multivariate and Random Matrix Analysis
Editor
- Thomas Holgersson(Linnaeus University, Department of Economics and Statistics)Martin Singull(Linköping University, Department of Mathematics)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-030-56773-6
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Book Chapters
The following chapters of this book are listed in IDEAS- Taras Bodnar & Nestor Parolya, 2020. "Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 1-16, Springer.
- Carlos A. Coelho & Martin Singull, 2020. "Testing for Double Complete Symmetry," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 17-39, Springer.
- Kai-Tai Fang & Zhen Luo & Yung Liang Tong, 2020. "Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 41-49, Springer.
- Katarzyna Filipiak & Mateusz John & Augustyn Markiewicz, 2020. "Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 51-66, Springer.
- Miguel Fonseca & Martin Singull, 2020. "Growth Curve Model with Orthogonal Covariance Structure," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 67-81, Springer.
- Yuta Fukasawa & Akimichi Takemura, 2020. "Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 83-101, Springer.
- Jemila S. Hamid & Sayantee Jana, 2020. "Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 103-122, Springer.
- Stephen J. Haslett & Augustyn Markiewicz & Simo Puntanen, 2020. "Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 123-146, Springer.
- Thomas Holgersson & Jolanta Pielaszkiewicz, 2020. "A Collection of Moments of the Wishart Distribution," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 147-162, Springer.
- Thomas Holgersson & Martin Singull, 2020. "Risk and Bias in Portfolio Optimization," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 163-173, Springer.
- Björn Holmquist & Anna Sjöström & Sultana Nasrin, 2020. "Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 175-198, Springer.
- Tõnu Kollo & Marju Valge, 2020. "Covariance Structure Tests for t-distribution," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 199-217, Springer.
- Chaofeng Kou & Jianxin Pan, 2020. "Variable Selection in Joint Mean and Covariance Models," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 219-244, Springer.
- Lynn R. LaMotte & Julia Volaufova & Simo Puntanen, 2020. "On Shrinkage Estimators and “Effective Degrees of Freedom”," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 245-254, Springer.
- Yuli Liang & Deliang Dai, 2020. "On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 255-266, Springer.
- Joseph Nzabanita & Innocent Ngaruye, 2020. "Space Decomposition and Estimation in Multivariate Linear Models," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 267-286, Springer.
- Tatjana Pavlenko & Annika Tillander & Justine Debelius & Fredrik Boulund, 2020. "Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 287-311, Springer.
- Tetsuro Sakurai & Yasunori Fujikoshi, 2020. "Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 313-334, Springer.
- Ivan Žežula & Daniel Klein & Anuradha Roy, 2020. "Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 335-349, Springer.
- Dan Zhuang & S. Ejaz Ahmed & Shuangzhe Liu & Tiefeng Ma, 2020. "Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions," Springer Books, in: Thomas Holgersson & Martin Singull (ed.), Recent Developments in Multivariate and Random Matrix Analysis, chapter 0, pages 351-373, Springer.
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