Multidimensional Statistical Analysis and Theory of Random Matrices

Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29–30 March 1996

Inbunden, Engelska, 1996

Av A. K. Gupta, V. L. Girko

4 819 kr

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Produktinformation

Utgivningsdatum1996-08-01
Mått170 x 240 x 27 mm
Vikt851 g
SpråkEngelska
Antal sidor398
Upplaga96001
FörlagDe Gruyter
EAN9783110460360

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Frontmatter -- PREFACE -- Welcoming remarks -- Principal Procedures for Statistical Analysis of Random Arrays (SARA) -- CONTENTS -- Some remarks and a bibliography on the Kantorovich inequality -- Band random matrices and quantum chaos -- Weighted continuous metric scaling -- Canonical equation for the resolvent of empirical covariance matrices pencil -- Strong Law for the eigenvalues of empirical covariance matrices -- On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities -- Multivariate statistical inference involving circulant matrices: A review -- Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices -- Formal density expansions via multivariate mixtures -- Double shrinkage estimators of ratio of variances -- On sequential search for significant variables of unknown function -- Heirarchical random matrices and operators. Application to Anderson model -- Asymptotic properties of invariant tests -- New classes of probability inequalities for some classical distributions -- Equivariant estimation of a subspace -- Optimal design of experiments for multivariate response in two-factor linear models -- Multivariate analysis: Does it really work in statistical applications? -- Robust estimation and testing the mean vector -- Detection of outliers in the presence of multicollinearity -- Estimation in multivariate elliptically contoured linear models II -- Mean and covariance structure analysis with missing data -- Multivariate elliptically contoured linear models and some aspects of the theory of random matrices