Results 31 to 40 of about 428 (69)
On the performance of the new minimax shrinkage estimators for a normal mean vector
Demonstratio MathematicaThis paper explores new classes of estimators for a multivariate normal mean (MNM) with an unknown variance and evaluating their performance based on the risk relative to the balanced loss function (BLF).
Benkhaled Abdelkader +3 more
doaj +1 more source
Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution [PDF]
, 2007 2000 Mathematics Subject Classification: 62H10.We consider the joint distribution of the correlation coefficients for samples from multivariate standard normal distribution. Some marginal densities are obtained.
Veleva, Evelina
core
Nonparametric control charts for bivariate high-quality processes [PDF]
, 2012 For attribute data with (very) low rates of defectives, attractive control charts can be based on the maximum of subsequent groups of r failure times, for some suitable r≥1, like r=5.
Albers, Willem
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Multivariate Geometric Skew-Normal Distribution
, 2017 Azzalini (1985) introduced a skew-normal distribution of which normal distribution is a special case. Recently Kundu (2014) introduced a geometric skew-normal distribution and showed that it has certain advantages over Azzalini's skew-normal distribution.
Kundu, Debasis
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A matrix variate inverse Lomax distribution
Special MatricesThis study presents the matrix variate inverse Lomax distribution as a generalization of the univariate inverse Lomax distribution and shows that this distribution can be derived by using matrix variate gamma distributions.
Nagar Daya K. +2 more
doaj +1 more source
The asymptotic distributions of the largest entries of sample correlation matrices
, 2004 Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry \rho_{ij} is the ...
Jiang, Tiefeng
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Properties of the Bellman Gamma Distribution [PDF]
, 2011 2000 Mathematics Subject Classification: 62H10.The Bellman gamma distribution is a matrix variate distribution, which is a generalization of the Wishart distribution.
Veleva, Evelina
core
On information plus noise kernel random matrices
, 2009 Kernel random matrices have attracted a lot of interest in recent years, from both practical and theoretical standpoints. Most of the theoretical work so far has focused on the case were the data is sampled from a low-dimensional structure. Very recently,
Karoui, Noureddine El
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Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Alfred Müller, Marco Scarsini
core
On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure. [PDF]
J Stat Theory Pract, 2023 Sarkar P +2 more
europepmc +1 more source