Recent developments in multivariate and random matrix analysis : Festschrift in honour of Dietrich von Rosen /: Festschrift in honour of Dietrich von Rosen. ([2021])

• Record Type: Book
• Further Information: Note: Thomas Holgersson, Martin Singull, editors.
• Other Names: Holgersson, Thomas; Singull, Martin; Rosen, Dietrich von honouree.
• Contents: Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices. -- Testing for Double Complete Symmetry. -- Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard. -- Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models. -- Growth Curve Model with Orthogonal Covariance Structure. -- Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with NoncentralityMatrix of Rank One. -- Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data. -- Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations. -- A Collection of Moments of theWishart Distribution. -- Risk and Bias in Portfolio Optimization. -- Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit. -- Covariance Structure Tests for t -distribution. -- Variable Selection in Joint Mean and Covariance Models. -- On Shrinkage Estimators and 'Effective Degrees of Freedom'. -- On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure. -- Space Decomposition and Estimation in Multivariate Linear Models. -- Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis. -- Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures. -- Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure. -- Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2021
• Extent: 1 online resource
• Subjects: 519.5/35; Multivariate analysis; Matrix analytic methods; Probability & statistics; Medical -- Biostatistics; Business & Economics -- Statistics; Mathematics -- Probability & Statistics -- General; Electronic books; Electronic books
• Languages: English
• ISBNs: 9783030567736; 3030567737
• Related ISBNs: 3030567729; 9783030567729
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed November 11, 2020).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.