Recent Developments in Multivariate and Random Matrix Analysis

Edited by Thomas Holgersson () and Martin Singull ()

in Springer Books from Springer

Date: 2020
ISBN: 978-3-030-56773-6
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Chapters in this book:

Ch Chapter 1 Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices

Taras Bodnar and Nestor Parolya

Ch Chapter 10 Risk and Bias in Portfolio Optimization

Thomas Holgersson and Martin Singull

Ch Chapter 11 Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit

Björn Holmquist, Anna Sjöström and Sultana Nasrin

Ch Chapter 12 Covariance Structure Tests for t-distribution

Tõnu Kollo and Marju Valge

Ch Chapter 13 Variable Selection in Joint Mean and Covariance Models

Chaofeng Kou and Jianxin Pan

Ch Chapter 14 On Shrinkage Estimators and “Effective Degrees of Freedom”

Lynn R. LaMotte, Julia Volaufova and Simo Puntanen

Ch Chapter 15 On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure

Yuli Liang and Deliang Dai

Ch Chapter 16 Space Decomposition and Estimation in Multivariate Linear Models

Joseph Nzabanita and Innocent Ngaruye

Ch Chapter 17 Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis

Tatjana Pavlenko, Annika Tillander, Justine Debelius and Fredrik Boulund

Ch Chapter 18 Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures

Tetsuro Sakurai and Yasunori Fujikoshi

Ch Chapter 19 Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure

Ivan Žežula, Daniel Klein and Anuradha Roy

Ch Chapter 2 Testing for Double Complete Symmetry

Carlos A. Coelho and Martin Singull

Ch Chapter 20 Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions

Dan Zhuang, S. Ejaz Ahmed, Shuangzhe Liu and Tiefeng Ma

Ch Chapter 3 Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard

Kai-Tai Fang, Zhen Luo and Yung Liang Tong

Ch Chapter 4 Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models

Katarzyna Filipiak, Mateusz John and Augustyn Markiewicz

Ch Chapter 5 Growth Curve Model with Orthogonal Covariance Structure

Miguel Fonseca and Martin Singull

Ch Chapter 6 Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One

Yuta Fukasawa and Akimichi Takemura

Ch Chapter 7 Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data

Jemila S. Hamid and Sayantee Jana

Ch Chapter 8 Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations

Stephen J. Haslett, Augustyn Markiewicz and Simo Puntanen

Ch Chapter 9 A Collection of Moments of the Wishart Distribution

Thomas Holgersson and Jolanta Pielaszkiewicz

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-030-56773-6

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DOI: 10.1007/978-3-030-56773-6

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