Este trabajo aborda el problema de comparar modelos lineales normales desde una perspectiva geométrica. A tal fin, se define una distancia geométrica informativa entre dos modelos lineales normales. La distancia propuesta es estudiada para diferentes condiciones experimentales. Se hallan además extensiones al modelo lineal normal multivariante. Finalmente, se deducen pruebas de significación para las distancias.In this paper, starting from the Shannon's entropy functional we have defined and obtained algebraic expressions of distances between univariate and multivariate normal linear models of equal variance. We have explicitly obtained algebraic expressions of the estimators of such distances which have been used to design test of hypothes...
AbstractThe construction of a distance function between probability distributions is of importance i...
Many data sets in practice fit a multivariate analysis of variance (MANOVA) structure but are not co...
where a and b are twomultivariate observations, Σ− is the inverse of the variance-covariance matrix...
The Fréchet distance between two multivariate normal distributions having means [mu]X, [mu]Y and cov...
I consider the problem of estimating the Mahalanobis distance between multivariate normal population...
In this paper we study the main properties of a distance introduced by C.M. Cuadras (1974). This dis...
AbstractThe Fréchet distance between two multivariate normal distributions having means μX, μY and c...
This paper introduces local distance-based generalized linear models. These models extend (weighted)...
AbstractThis paper shows an embedding of the manifold of multivariate normal densities with informat...
We consider the general linear model with the classical hypothesis. In particular we consider the va...
The deficiency distance between a multinomial and a multivariate normal experiment is bounded under ...
The construction of a distance function between probability distributions is of importance in mathem...
Orientador: João Eloir StrapassonTese (doutorado) - Universidade Estadual de Campinas, Instituto de...
We consider the multivariate linear model Yi=X'iβ0 + εi, i = 1,...,n where Yi is a p-vector random v...
The Stein's method is a collection of probabilistic techniques for answering the ques- tion as to ho...
AbstractThe construction of a distance function between probability distributions is of importance i...
Many data sets in practice fit a multivariate analysis of variance (MANOVA) structure but are not co...
where a and b are twomultivariate observations, Σ− is the inverse of the variance-covariance matrix...
The Fréchet distance between two multivariate normal distributions having means [mu]X, [mu]Y and cov...
I consider the problem of estimating the Mahalanobis distance between multivariate normal population...
In this paper we study the main properties of a distance introduced by C.M. Cuadras (1974). This dis...
AbstractThe Fréchet distance between two multivariate normal distributions having means μX, μY and c...
This paper introduces local distance-based generalized linear models. These models extend (weighted)...
AbstractThis paper shows an embedding of the manifold of multivariate normal densities with informat...
We consider the general linear model with the classical hypothesis. In particular we consider the va...
The deficiency distance between a multinomial and a multivariate normal experiment is bounded under ...
The construction of a distance function between probability distributions is of importance in mathem...
Orientador: João Eloir StrapassonTese (doutorado) - Universidade Estadual de Campinas, Instituto de...
We consider the multivariate linear model Yi=X'iβ0 + εi, i = 1,...,n where Yi is a p-vector random v...
The Stein's method is a collection of probabilistic techniques for answering the ques- tion as to ho...
AbstractThe construction of a distance function between probability distributions is of importance i...
Many data sets in practice fit a multivariate analysis of variance (MANOVA) structure but are not co...
where a and b are twomultivariate observations, Σ− is the inverse of the variance-covariance matrix...