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

Format:

Book

Contributor:

Girko, V. L., editor.

Gupta, A. K., editor.

Language:

English

Subjects (All):

Statistical mechanics--Mathematical models.

Statistical mechanics.

Physical Description:

1 online resource (400 pages)

Edition:

Reprint 2018

Place of Publication:

Berlin ; Boston : De Gruyter, [2019]

Language Note:

In English.

Summary:

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.

Contents:

Frontmatter

PREFACE

Welcoming remarks

Principal Procedures for Statistical Analysis of Random Arrays (SARA)

CONTENTS

Some remarks and a bibliography on the Kantorovich inequality / Alpargu, Gulhan / Styan, George P. H.

Band random matrices and quantum chaos / Casati, Giulio

Weighted continuous metric scaling / Cuadras, C. M. / Fortiana, J.

Canonical equation for the resolvent of empirical covariance matrices pencil / Girko, V. L. / Gupta, A. K.

Strong Law for the eigenvalues of empirical covariance matrices / Girko, V. L.

On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities / Hoppensteadt, F. / Salehi, H. / Skorokhod, A.

Multivariate statistical inference involving circulant matrices: A review / Khattree, Ravindra

Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices / Kollo, Tonu / Neudecker, Heinz

Formal density expansions via multivariate mixtures / Kollo, Tonu / von Rosen, Dietrich

Double shrinkage estimators of ratio of variances / Kubokawa, T. / Srivastava, M. S.

On sequential search for significant variables of unknown function / Malyutov, M. / Tsitovich, I.

Heirarchical random matrices and operators. Application to Anderson model / Molchanov, S.

Asymptotic properties of invariant tests / Nagaev, A.

New classes of probability inequalities for some classical distributions / Richards, Donald St. P.

Equivariant estimation of a subspace / Ruchin, A.

Optimal design of experiments for multivariate response in two-factor linear models / Schwabe, R.

Multivariate analysis: Does it really work in statistical applications? / Sen, Pranab K.

Robust estimation and testing the mean vector / Tiku, M. L.

Detection of outliers in the presence of multicollinearity / Troskie, C. G. / Chalton, D. 0.

Estimation in multivariate elliptically contoured linear models II / Wang, Tonghui

Mean and covariance structure analysis with missing data / Yuan, Ke-Hai / Bentler, Peter M.

Multivariate elliptically contoured linear models and some aspects of the theory of random matrices / Girko, V. L. / Gupta, A. K.

Notes:

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

ISBN:

9783110916690

311091669X

OCLC:

1083628057