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Recent Developments in Multivariate and Random Matrix Analysis

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Cover of 'Recent Developments in Multivariate and Random Matrix Analysis'

Table of Contents

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    Book Overview
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    Chapter 1 Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices
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    Chapter 2 Testing for Double Complete Symmetry
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    Chapter 3 Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard
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    Chapter 4 Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models
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    Chapter 5 Growth Curve Model with Orthogonal Covariance Structure
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    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
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    Chapter 7 Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data
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    Chapter 8 Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations
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    Chapter 9 A Collection of Moments of the Wishart Distribution
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    Chapter 10 Risk and Bias in Portfolio Optimization
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    Chapter 11 Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit
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    Chapter 12 Covariance Structure Tests for t-distribution
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    Chapter 13 Variable Selection in Joint Mean and Covariance Models
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    Chapter 14 On Shrinkage Estimators and “Effective Degrees of Freedom”
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    Chapter 15 On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure
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    Chapter 16 Space Decomposition and Estimation in Multivariate Linear Models
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    Chapter 17 Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis
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    Chapter 18 Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures
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    Chapter 19 Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure
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    Chapter 20 Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions
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Title
Recent Developments in Multivariate and Random Matrix Analysis
Published by
Springer International Publishing, January 2020
DOI 10.1007/978-3-030-56773-6
ISBNs
978-3-03-056772-9, 978-3-03-056773-6
Editors

Thomas Holgersson, Martin Singull

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X Demographics

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 Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 6 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 6 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 17%
Unknown 5 83%
Readers by discipline Count As %
Unknown 6 100%

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