Multidimensional Statistical Analysis and Theory of Random Matrices
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Multidimensional Statistical Analysis and Theory of Random Matrices: Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29-30 March 1996

Multidimensional Statistical Analysis and Theory of Random Matrices: Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29-30 March 1996

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About the Book

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. This volume contains the papers from the Sixth Eugene Lukacs Symposium on ''Multidimensional Statistical Analysis and Random Matrices'', which was held at the Bowling Green State University, Ohio, USA, 29--30 March 1996. Multidimensional statistical analysis and random matrices have been the topics of great research. The papers presented in this volume discuss many varied aspects of this all-encompassing topic. In particular, topics covered include generalized statistical analysis, elliptically contoured distribution, covariance structure analysis, metric scaling, detection of outliers, density approximation, and circulant and band random matrices.

Table of Contents:
Some remarks and a bibliography on the Kantorovich inequality G. Alpargu and G.P.H. Styan Band random matrices and quantum chaos G. Casati Weighted continuous metric scaling C.M. Cuadras and J. Fortiana Canonical equation for the resolvent of empirical covariance matrices pencil V.L. Girko and A.K. Gupta Strong Law for the eigenvalues of empirical covariance matrices V.L. Girko On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities F. Hoppensteadt, H. Salehi and A. Skorokhod Multivariate statistical inference involving circulant matrices: A review R. Khattree Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices T. Kollo and H. Neudecker Formal density expansions via multivariate mixtures T. Kollo and D. von Rosen Double shrinkage estimators of ratio of variances T. Kubokawa and M.S. Srivastava On sequential search for significant variables of unknown function M. Malyutov and I. Tsitovich Heirarchical random matrices and operators. Application to Anderson model S. Molchanov Asymptotic properties of invariant tests A. Nagaev New classes of probability inequalities for some classical distributions D.St.P. Richards Equivariant estimation of a subspace A. Ruchin Optimal design of experiments for multivariate response in two-factor linear models R. Schwabe Multivariate analysis: Does it really work in statistical applications? P.K. Sen Robust estimation and testing the mean vector M.L. Tiku Detection of outliers in the presence of multicollinearity C.G. Troskie and D.O. Chalton Estimation in multivariate elliptically contoured linear models II Tonghui Wang Mean and covariance structure analysis with missing data Ke-Hai Yuan and P.M. Bentler Multivariate elliptically contoured linear models and some aspects of the theory of random matrices V.L. Girko and A.K. Gupta


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Product Details
  • ISBN-13: 9789067642088
  • Publisher: Brill
  • Publisher Imprint: VSP International Science Publishers
  • Language: English
  • Sub Title: Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29-30 March 1996
  • ISBN-10: 9067642088
  • Publisher Date: 01 Aug 1996
  • Binding: Hardback
  • No of Pages: 398
  • Weight: 745 gr


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Multidimensional Statistical Analysis and Theory of Random Matrices: Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29-30 March 1996
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