Multidimensional Statistical Analysis and Theory of Random Matrices

V. L. Girko

ISBN 10: 311046036X / ISBN 13: 9783110460360

Verlag: De Gruyter Aug 1996, 1996

Beschreibung

This item is printed on demand - it takes 3-4 days longer - Neuware -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 400 pp. Englisch.

Bestandsnummer des Verkäufers 9783110460360

Bibliografische Details

• Titel: Multidimensional Statistical Analysis and Theory of Random Matrices
• Verlag: De Gruyter Aug 1996
• Erscheinungsjahr: 1996
• Sprache: Englisch
• ISBN-10: 311046036X
• ISBN-13: 9783110460360
• Einband: Buch
• Zustand: Neu

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Reseña del editor

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.