scientific article

zbMath0779.62045MaRDI QIDQ4023289

Tõnu Kollo

Publication date: 23 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

momentscumulantseigenvalueseigenvectorsKronecker productssample varianceEdgeworth expansionslimit distributionssample meanmatrix derivativesblock-matricesNeudecker type matrix derivatives

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Basic linear algebra (15A99)

Related Items (10)

Estimation and Testing of Parameters in Multivariate Laplace Distribution ⋮ The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized \(F\)-statistic ⋮ Matrix integral ⋮ Local influence assessment in the growth curve model with unstructured covariance ⋮ Approximating by the Wishart distribution ⋮ Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model ⋮ Multivariate skewness and kurtosis measures with an application in ICA ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ Fisher information matrix for models of systems based on face-splitting matrix products ⋮ Approximation of the non-null distribution of generalized \(T^2\)-statistics

This page was built for publication: