AbstractPhillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramer's (Mathematical Methods of Statistics, Princeton University Press, Princeton, NJ, 1946) inversion formula for the distribution of a quotient of two scalar random variables to the matrix quotient case. However, he gives the result for the asymmetric matrix quotient case. This note extends Phillips’ (1985) result to the symmetric matrix quotient case
AbstractThe asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentil...
AbstractThe Moore–Penrose inverse of a singular or nonsquare matrix is not only existent but also un...
This thesis develops a skewing methodology for the formulation of two-piece families of distri- buti...
Phillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramer's (Mathematical Methods of Statist...
Cramér’s inversion formula for the distribution of a quotient is generalized to matrix variates and ...
Cramér's inversion formula for the distribution of a quotient is generalized to matrix variates and ...
AbstractThe asymptotic distributions of the elementary symmetric functions (esf's) of the characteri...
[[abstract]]Since Azzalini (1985,1986) introduced the univariate skew-normal distribution, there are...
AbstractThis paper is concerned with the Hermite polynomials in symmetric and rectangular matrix arg...
International audienceWe provide a new and simple characterization of the multivariate generalized L...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing ...
AbstractLet the column vectors of X: p × n be distributed as independent normals with the same covar...
In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distributi...
AbstractThe (univariate) t-distribution and symmetric V.G. distribution are competing models [D.S. M...
AbstractThe asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentil...
AbstractThe Moore–Penrose inverse of a singular or nonsquare matrix is not only existent but also un...
This thesis develops a skewing methodology for the formulation of two-piece families of distri- buti...
Phillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramer's (Mathematical Methods of Statist...
Cramér’s inversion formula for the distribution of a quotient is generalized to matrix variates and ...
Cramér's inversion formula for the distribution of a quotient is generalized to matrix variates and ...
AbstractThe asymptotic distributions of the elementary symmetric functions (esf's) of the characteri...
[[abstract]]Since Azzalini (1985,1986) introduced the univariate skew-normal distribution, there are...
AbstractThis paper is concerned with the Hermite polynomials in symmetric and rectangular matrix arg...
International audienceWe provide a new and simple characterization of the multivariate generalized L...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing ...
AbstractLet the column vectors of X: p × n be distributed as independent normals with the same covar...
In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distributi...
AbstractThe (univariate) t-distribution and symmetric V.G. distribution are competing models [D.S. M...
AbstractThe asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentil...
AbstractThe Moore–Penrose inverse of a singular or nonsquare matrix is not only existent but also un...
This thesis develops a skewing methodology for the formulation of two-piece families of distri- buti...
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