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2015
This article considers some classical and more modern results obtained in random matrix theory (RMT) for applications in statistics. In the classic paradigm of parametric statistics, data are generated randomly according to a probability distribution indexed by parameters.
Wolfgang Karl Härdle, Zdeněk Hlávka
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This article considers some classical and more modern results obtained in random matrix theory (RMT) for applications in statistics. In the classic paradigm of parametric statistics, data are generated randomly according to a probability distribution indexed by parameters.
Wolfgang Karl Härdle, Zdeněk Hlávka
openaire +2 more sources
Multivariate Statistical Analysis
Psychophysiology, 1973ABSTRACTGeneral multivariate statistical theory and three statistical models (multi‐variate analysis of variance, canonical correlation analysis, and factor analysis) are described. Numerical examples, mathematical notes, an annotated bibliography, and references to computer programs are presented.
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Multivariate Statistical Simulation
Biometrics, 1989Univariate Distributions and Their Generation. Multivariate Generation Techniques. Multivariate Normal and Related Distributions. Johnson's Translation System. Elliptically Contoured Distributions. Circular, Spherical and Related Distributions. Khintchine Distributions. Miscellaneous Distributions. Research Directions. References.
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Statistics of Multivariate Extremes
International Statistical Review / Revue Internationale de Statistique, 1990Summary: The paper is concerned with statistical aspects of multivariate extreme value distributions. The family is infinite dimensional, so direct parametric estimation is not possible. We describe such nonparametric and parametric approaches, the latter being based on parametric subfamilies.
Smith, R. L., Tawn, J. A., Yuen, H. K.
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Multivariate Statistical Inference.
Journal of the Royal Statistical Society. Series A (General), 1974D. V. Gokhale, D. G. Kabe, R. P. Gupta
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Statistical Commentary: “Multivariable Versus Multivariate”
The American Journal of Geriatric Psychiatry, 2019openaire +2 more sources