Multidimensional Statistical Analysis and Theory of Random Matrices : : Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29–30 March 1996 / / ed. by A. K. Gupta, V. L. Girko.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999
• MitwirkendeR: Alpargu, Gulhan,; Bentler, Peter M.,; Casati, Giulio,; Chalton, D. 0.,; Cuadras, C. M.,; Fortiana, J.,; Girko, V. L.,; Gupta, A. K.,; Hoppensteadt, F.,; Khattree, Ravindra,; Kollo, Tonu,; Kubokawa, T.,; Malyutov, M.,; Molchanov, S.,; Nagaev, A.,; Neudecker, Heinz,; Richards, Donald St. P.,; Ruchin, A.,; Salehi, H.,; Schwabe, R.,; Sen, Pranab K.,; Skorokhod, A.,; Srivastava, M. S.,; Styan, George P. H.,; Tiku, M. L.,; Troskie, C. G.,; Tsitovich, I.,; Wang, Tonghui,; Yuan, Ke-Hai,; von Rosen, Dietrich,
• HerausgeberIn: Girko, V. L.,; Gupta, A. K.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2019]; ©1996
• Year of Publication: 2019
• Edition: Reprint 2018
• Language: English
• Physical Description: 1 online resource (386 p.)
• Other title: 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
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783110916690; 9783110637199
• DOI: 10.1515/9783110916690
• Access: restricted access
• Hierarchical level: Monograph
• Statement of Responsibility: ed. by A. K. Gupta, V. L. Girko.