Dörnemann, Nina; Dette, Holger Fluctuations of the diagonal entries of a large sample precision matrix. (English) Zbl 1524.62241 Stat. Probab. Lett. 198, Article ID 109838, 6 p. (2023). MSC: 62H10 15B52 60B20 60F05 PDFBibTeX XMLCite \textit{N. Dörnemann} and \textit{H. Dette}, Stat. Probab. Lett. 198, Article ID 109838, 6 p. (2023; Zbl 1524.62241) Full Text: DOI arXiv
Diez, Charles-Philippe; Tudor, Ciprian A. Berry-Essén theorem for random determinants. (English) Zbl 1518.60009 Stat. Probab. Lett. 197, Article ID 109804, 11 p. (2023). Reviewer: Roksana Słowik (Gliwice) MSC: 60B20 60F05 60H07 60G22 15B52 PDFBibTeX XMLCite \textit{C.-P. Diez} and \textit{C. A. Tudor}, Stat. Probab. Lett. 197, Article ID 109804, 11 p. (2023; Zbl 1518.60009) Full Text: DOI
Masmoudi, Afif; Rejeb, Hajer Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation. (English) Zbl 1502.60021 Stat. Probab. Lett. 194, Article ID 109757, 8 p. (2023). MSC: 60E07 15B52 62F10 62H10 PDFBibTeX XMLCite \textit{A. Masmoudi} and \textit{H. Rejeb}, Stat. Probab. Lett. 194, Article ID 109757, 8 p. (2023; Zbl 1502.60021) Full Text: DOI
Shimizu, Koki; Hashiguchi, Hiroki Algorithm for the product of Jack polynomials and its application to the sphericity test. (English) Zbl 1487.62051 Stat. Probab. Lett. 187, Article ID 109505, 9 p. (2022). MSC: 62H10 15B52 PDFBibTeX XMLCite \textit{K. Shimizu} and \textit{H. Hashiguchi}, Stat. Probab. Lett. 187, Article ID 109505, 9 p. (2022; Zbl 1487.62051) Full Text: DOI arXiv
Liu, Yan; Bai, Zhidong; Li, Hua; Hu, Jiang; Lv, Zhihui; Zheng, Shurong RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices. (English) Zbl 1487.62066 Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022). MSC: 62H25 60B20 62E20 15A18 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022; Zbl 1487.62066) Full Text: DOI
Liu, Youming; Qi, Xinyu Optimal estimation for lower bound of the packing number. (English) Zbl 1487.62053 Stat. Probab. Lett. 186, Article ID 109487, 7 p. (2022). MSC: 62H12 62C20 15A60 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{X. Qi}, Stat. Probab. Lett. 186, Article ID 109487, 7 p. (2022; Zbl 1487.62053) Full Text: DOI
Leeb, William Optimal singular value shrinkage for operator norm loss: extending to non-square matrices. (English) Zbl 1489.62178 Stat. Probab. Lett. 186, Article ID 109472, 7 p. (2022). MSC: 62H25 15B52 62J07 62H12 94A12 PDFBibTeX XMLCite \textit{W. Leeb}, Stat. Probab. Lett. 186, Article ID 109472, 7 p. (2022; Zbl 1489.62178) Full Text: DOI
A. S., Kiran Kumar; Maurya, Shambhu Nath Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices. (English) Zbl 1478.60016 Stat. Probab. Lett. 181, Article ID 109273, 12 p. (2022). MSC: 60B20 15B52 60F05 PDFBibTeX XMLCite \textit{K. K. A. S.} and \textit{S. N. Maurya}, Stat. Probab. Lett. 181, Article ID 109273, 12 p. (2022; Zbl 1478.60016) Full Text: DOI arXiv
Leeb, William A note on identifiability conditions in confirmatory factor analysis. (English) Zbl 1478.62151 Stat. Probab. Lett. 178, Article ID 109190, 6 p. (2021). MSC: 62H25 62H12 15A23 PDFBibTeX XMLCite \textit{W. Leeb}, Stat. Probab. Lett. 178, Article ID 109190, 6 p. (2021; Zbl 1478.62151) Full Text: DOI arXiv
Gregoratti, M.; Maran, D. Least singular value and condition number of a square random matrix with i.i.d. rows. (English) Zbl 1492.60015 Stat. Probab. Lett. 173, Article ID 109070, 7 p. (2021). Reviewer: Roksana Słowik (Gliwice) MSC: 60B20 15B52 60E05 PDFBibTeX XMLCite \textit{M. Gregoratti} and \textit{D. Maran}, Stat. Probab. Lett. 173, Article ID 109070, 7 p. (2021; Zbl 1492.60015) Full Text: DOI arXiv
Nałęcz, Marek Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude. (English) Zbl 1491.60036 Stat. Probab. Lett. 173, Article ID 109062, 8 p. (2021). MSC: 60E10 33C05 15A16 PDFBibTeX XMLCite \textit{M. Nałęcz}, Stat. Probab. Lett. 173, Article ID 109062, 8 p. (2021; Zbl 1491.60036) Full Text: DOI
Babkin, Andrey Incorporating side information into robust matrix factorization with Bayesian quantile regression. (English) Zbl 1450.62032 Stat. Probab. Lett. 165, Article ID 108847, 6 p. (2020). MSC: 62G08 62G35 62H30 15A23 68T05 PDFBibTeX XMLCite \textit{A. Babkin}, Stat. Probab. Lett. 165, Article ID 108847, 6 p. (2020; Zbl 1450.62032) Full Text: DOI Link
Qian, Manling; Tao, Li; Li, Erqian; Tian, Maozai Hypothesis testing for the identity of high-dimensional covariance matrices. (English) Zbl 1440.62078 Stat. Probab. Lett. 161, Article ID 108699, 12 p. (2020). MSC: 62F03 62H12 15A18 PDFBibTeX XMLCite \textit{M. Qian} et al., Stat. Probab. Lett. 161, Article ID 108699, 12 p. (2020; Zbl 1440.62078) Full Text: DOI
Cheng, Dan; Schwartzman, Armin On critical points of Gaussian random fields under diffeomorphic transformations. (English) Zbl 1453.60083 Stat. Probab. Lett. 158, Article ID 108672, 5 p. (2020). MSC: 60G15 60G60 58D20 15B52 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{A. Schwartzman}, Stat. Probab. Lett. 158, Article ID 108672, 5 p. (2020; Zbl 1453.60083) Full Text: DOI arXiv
Pauwelyn, Pieter-Jan; Guerry, Marie-Anne On perturbations of non-diagonalizable stochastic matrices of order 3. (English) Zbl 1430.15027 Stat. Probab. Lett. 157, Article ID 108633, 6 p. (2020). Reviewer: Guy Katriel (Haifa) MSC: 15B51 15A18 47A55 60J10 PDFBibTeX XMLCite \textit{P.-J. Pauwelyn} and \textit{M.-A. Guerry}, Stat. Probab. Lett. 157, Article ID 108633, 6 p. (2020; Zbl 1430.15027) Full Text: DOI Link
Chen, Jiangning Convergence rate of Krasulina estimator. (English) Zbl 1428.62256 Stat. Probab. Lett. 155, Article ID 108562, 11 p. (2019). MSC: 62H25 15A18 PDFBibTeX XMLCite \textit{J. Chen}, Stat. Probab. Lett. 155, Article ID 108562, 11 p. (2019; Zbl 1428.62256) Full Text: DOI arXiv
Zeng, Xingyuan Spectral distribution of large generalized random kernel matrices. (English) Zbl 1419.15029 Stat. Probab. Lett. 152, 100-110 (2019). MSC: 15B52 PDFBibTeX XMLCite \textit{X. Zeng}, Stat. Probab. Lett. 152, 100--110 (2019; Zbl 1419.15029) Full Text: DOI
Avena, L.; Gaudillière, A. A proof of the transfer-current theorem in absence of reversibility. (English) Zbl 1405.05169 Stat. Probab. Lett. 142, 17-22 (2018). MSC: 05C81 05C82 05C05 15A15 05C85 60C05 PDFBibTeX XMLCite \textit{L. Avena} and \textit{A. Gaudillière}, Stat. Probab. Lett. 142, 17--22 (2018; Zbl 1405.05169) Full Text: DOI
Davidson, Allison; D. Ward, Mark The characterization of tenable Pólya urns. (English) Zbl 1392.60016 Stat. Probab. Lett. 135, 38-43 (2018). MSC: 60C05 15A99 PDFBibTeX XMLCite \textit{A. Davidson} and \textit{M. D. Ward}, Stat. Probab. Lett. 135, 38--43 (2018; Zbl 1392.60016) Full Text: DOI
Adhikari, Kartick; Saha, Koushik Universality in the fluctuation of eigenvalues of random circulant matrices. (English) Zbl 1463.62201 Stat. Probab. Lett. 138, 1-8 (2018). MSC: 62J05 60B20 60F05 15B52 PDFBibTeX XMLCite \textit{K. Adhikari} and \textit{K. Saha}, Stat. Probab. Lett. 138, 1--8 (2018; Zbl 1463.62201) Full Text: DOI arXiv
Chang, Shuhua; Qi, Yongcheng Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble. (English) Zbl 1379.60006 Stat. Probab. Lett. 128, 8-13 (2017). MSC: 60B20 15B52 PDFBibTeX XMLCite \textit{S. Chang} and \textit{Y. Qi}, Stat. Probab. Lett. 128, 8--13 (2017; Zbl 1379.60006) Full Text: DOI arXiv
Hasegawa, Ayako; Sakuma, Noriyoshi; Yoshida, Hiroaki Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries. (English) Zbl 1377.60017 Stat. Probab. Lett. 127, 85-96 (2017). MSC: 60B20 15B52 46L54 PDFBibTeX XMLCite \textit{A. Hasegawa} et al., Stat. Probab. Lett. 127, 85--96 (2017; Zbl 1377.60017) Full Text: DOI
Liu, Dang-Zheng; Wang, Yanhui A note on spiked Wishart matrices. (English) Zbl 1380.60014 Stat. Probab. Lett. 127, 1-6 (2017). MSC: 60B20 15B52 PDFBibTeX XMLCite \textit{D.-Z. Liu} and \textit{Y. Wang}, Stat. Probab. Lett. 127, 1--6 (2017; Zbl 1380.60014) Full Text: DOI
Zeng, Xingyuan Limiting empirical distribution for eigenvalues of products of random rectangular matrices. (English) Zbl 1371.15039 Stat. Probab. Lett. 126, 33-40 (2017). MSC: 15B52 60B10 60F99 60G55 PDFBibTeX XMLCite \textit{X. Zeng}, Stat. Probab. Lett. 126, 33--40 (2017; Zbl 1371.15039) Full Text: DOI
Reddy, Tulasi Ram Probability that product of real random matrices have all eigenvalues real tend to 1. (English) Zbl 1356.15017 Stat. Probab. Lett. 124, 30-32 (2017). MSC: 15B52 60B20 PDFBibTeX XMLCite \textit{T. R. Reddy}, Stat. Probab. Lett. 124, 30--32 (2017; Zbl 1356.15017) Full Text: DOI arXiv
Pacheco, Carlos G. Random eigenvalues from a stochastic heat equation. (English) Zbl 1358.15026 Stat. Probab. Lett. 123, 114-121 (2017). MSC: 15B52 15A18 60H15 PDFBibTeX XMLCite \textit{C. G. Pacheco}, Stat. Probab. Lett. 123, 114--121 (2017; Zbl 1358.15026) Full Text: DOI arXiv
Li, Benchong; Li, Yang A note on faithfulness and total positivity. (English) Zbl 1417.62185 Stat. Probab. Lett. 122, 168-172 (2017). MSC: 62H99 05C90 15B48 60E05 PDFBibTeX XMLCite \textit{B. Li} and \textit{Y. Li}, Stat. Probab. Lett. 122, 168--172 (2017; Zbl 1417.62185) Full Text: DOI
Jiang, Hui; Wang, Shaochen Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\). (English) Zbl 1375.60069 Stat. Probab. Lett. 118, 50-59 (2016). MSC: 60F10 60B20 15B52 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{S. Wang}, Stat. Probab. Lett. 118, 50--59 (2016; Zbl 1375.60069) Full Text: DOI
Pacheco, Carlos G. A random matrix from a stochastic heat equation. (English) Zbl 1337.65011 Stat. Probab. Lett. 113, 71-78 (2016). MSC: 65C30 60H15 60H35 15B52 35R60 60H25 35J10 PDFBibTeX XMLCite \textit{C. G. Pacheco}, Stat. Probab. Lett. 113, 71--78 (2016; Zbl 1337.65011) Full Text: DOI
Louati, Mahdi; Masmoudi, Afif Moment for the inverse Riesz distributions. (English) Zbl 1330.60026 Stat. Probab. Lett. 102, 30-37 (2015). MSC: 60E05 15B52 PDFBibTeX XMLCite \textit{M. Louati} and \textit{A. Masmoudi}, Stat. Probab. Lett. 102, 30--37 (2015; Zbl 1330.60026) Full Text: DOI
Zeng, Xingyuan A note on the large random inner-product kernel matrices. (English) Zbl 1360.60025 Stat. Probab. Lett. 99, 192-201 (2015). MSC: 60B20 60B10 15B52 PDFBibTeX XMLCite \textit{X. Zeng}, Stat. Probab. Lett. 99, 192--201 (2015; Zbl 1360.60025) Full Text: DOI
Ding, Xue On some spectral properties of large block Laplacian random matrices. (English) Zbl 1315.15008 Stat. Probab. Lett. 99, 61-69 (2015). MSC: 15A18 15B52 PDFBibTeX XMLCite \textit{X. Ding}, Stat. Probab. Lett. 99, 61--69 (2015; Zbl 1315.15008) Full Text: DOI
Bai, Zhidong; Wang, Chen A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix. (English) Zbl 1333.60025 Stat. Probab. Lett. 96, 333-340 (2015). MSC: 60F05 60B20 60F15 60F17 15B52 62H25 PDFBibTeX XMLCite \textit{Z. Bai} and \textit{C. Wang}, Stat. Probab. Lett. 96, 333--340 (2015; Zbl 1333.60025) Full Text: DOI arXiv
Olkin, Ingram A determinantal inequality for correlation matrices. (English) Zbl 1369.62128 Stat. Probab. Lett. 88, 88-90 (2014). MSC: 62H20 15A15 15A45 PDFBibTeX XMLCite \textit{I. Olkin}, Stat. Probab. Lett. 88, 88--90 (2014; Zbl 1369.62128) Full Text: DOI
Böhm, Walter; Hornik, Kurt Generating random correlation matrices by the simple rejection method: why it does not work. (English) Zbl 1298.65077 Stat. Probab. Lett. 87, 27-30 (2014). MSC: 65F30 15B52 65C60 62H20 PDFBibTeX XMLCite \textit{W. Böhm} and \textit{K. Hornik}, Stat. Probab. Lett. 87, 27--30 (2014; Zbl 1298.65077) Full Text: DOI
Morris, Katherine; McNicholas, Paul D. Erratum to: “Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions”. (English) Zbl 1284.62386 Stat. Probab. Lett. 85, 168 (2014). MSC: 62H30 15A18 65C60 PDFBibTeX XMLCite \textit{K. Morris} and \textit{P. D. McNicholas}, Stat. Probab. Lett. 85, 168 (2014; Zbl 1284.62386) Full Text: DOI
Morris, Katherine; McNicholas, Paul D. Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions. (English) Zbl 1282.62153 Stat. Probab. Lett. 83, No. 9, 2088-2093 (2013); erratum ibid. 85, 168 (2014). MSC: 62H30 15A18 65C60 PDFBibTeX XMLCite \textit{K. Morris} and \textit{P. D. McNicholas}, Stat. Probab. Lett. 83, No. 9, 2088--2093 (2013; Zbl 1282.62153) Full Text: DOI
Ginovyan, Mamikon S.; Sahakyan, Artur A. On the trace approximations of products of Toeplitz matrices. (English) Zbl 1355.60044 Stat. Probab. Lett. 83, No. 3, 753-760 (2013). MSC: 60G10 15B05 41A35 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, Stat. Probab. Lett. 83, No. 3, 753--760 (2013; Zbl 1355.60044) Full Text: DOI arXiv
Koudou, Angelo Efoevi A Matsumoto-Yor property for Kummer and Wishart random matrices. (English) Zbl 1253.60006 Stat. Probab. Lett. 82, No. 11, 1903-1907 (2012). MSC: 60B20 15B52 PDFBibTeX XMLCite \textit{A. E. Koudou}, Stat. Probab. Lett. 82, No. 11, 1903--1907 (2012; Zbl 1253.60006) Full Text: DOI
Chrétien, Stéphane; Darses, Sébastien Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality. (English) Zbl 1246.15034 Stat. Probab. Lett. 82, No. 7, 1479-1487 (2012). MSC: 15B52 PDFBibTeX XMLCite \textit{S. Chrétien} and \textit{S. Darses}, Stat. Probab. Lett. 82, No. 7, 1479--1487 (2012; Zbl 1246.15034) Full Text: DOI arXiv
Basu, Riddhipratim; Bose, Arup; Ganguly, Shirshendu; Hazra, Rajat Subhra Limiting spectral distribution of block matrices with Toeplitz block structure. (English) Zbl 1248.60008 Stat. Probab. Lett. 82, No. 7, 1430-1438 (2012). MSC: 60B20 60B10 15B05 15B52 PDFBibTeX XMLCite \textit{R. Basu} et al., Stat. Probab. Lett. 82, No. 7, 1430--1438 (2012; Zbl 1248.60008) Full Text: DOI arXiv
Frahm, Gabriel; Glombek, Konstantin Semicircle law of Tyler’s \(M\)-estimator for scatter. (English) Zbl 1243.62074 Stat. Probab. Lett. 82, No. 5, 959-964 (2012). MSC: 62H12 15B52 62G30 60F05 PDFBibTeX XMLCite \textit{G. Frahm} and \textit{K. Glombek}, Stat. Probab. Lett. 82, No. 5, 959--964 (2012; Zbl 1243.62074) Full Text: DOI arXiv
Bao, Zhigang Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\). (English) Zbl 1244.60008 Stat. Probab. Lett. 82, No. 5, 894-901 (2012). MSC: 60B12 15B52 PDFBibTeX XMLCite \textit{Z. Bao}, Stat. Probab. Lett. 82, No. 5, 894--901 (2012; Zbl 1244.60008) Full Text: DOI
Zhang, Jin-Ting; Xiao, Shengning A note on the modified two-way MANOVA tests. (English) Zbl 1237.62075 Stat. Probab. Lett. 82, No. 3, 519-527 (2012). MSC: 62H15 62J10 15B52 65C60 PDFBibTeX XMLCite \textit{J.-T. Zhang} and \textit{S. Xiao}, Stat. Probab. Lett. 82, No. 3, 519--527 (2012; Zbl 1237.62075) Full Text: DOI
Li, Yi-Ting; Liu, Dang-Zheng; Sun, Xin; Wang, Zheng-Dong A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth. (English) Zbl 1228.60016 Stat. Probab. Lett. 81, No. 12, 2026-2029 (2011). MSC: 60B20 15B05 15B52 PDFBibTeX XMLCite \textit{Y.-T. Li} et al., Stat. Probab. Lett. 81, No. 12, 2026--2029 (2011; Zbl 1228.60016) Full Text: DOI arXiv
Bose, Arup; Guha, Suman; Hazra, Rajat Subhra; Saha, Koushik Circulant type matrices with heavy tailed entries. (English) Zbl 1229.15031 Stat. Probab. Lett. 81, No. 11, 1706-1716 (2011). Reviewer: Martín Argerami (Regina) MSC: 15B52 60B20 15B05 60B10 PDFBibTeX XMLCite \textit{A. Bose} et al., Stat. Probab. Lett. 81, No. 11, 1706--1716 (2011; Zbl 1229.15031) Full Text: DOI
Nikulin, Vladimir; Huang, Tian-Hsiang; Ng, Shu-Kay; Rathnayake, Suren I.; Mclachlan, Geoffrey J. A very fast algorithm for matrix factorization. (English) Zbl 1218.62068 Stat. Probab. Lett. 81, No. 7, 773-782 (2011). MSC: 62H99 62H30 15A23 62P10 PDFBibTeX XMLCite \textit{V. Nikulin} et al., Stat. Probab. Lett. 81, No. 7, 773--782 (2011; Zbl 1218.62068) Full Text: DOI arXiv
Rubio, Francisco; Mestre, Xavier Spectral convergence for a general class of random matrices. (English) Zbl 1214.15022 Stat. Probab. Lett. 81, No. 5, 592-602 (2011). Reviewer: Martín Argerami (Regina) MSC: 15B52 60B20 62J10 PDFBibTeX XMLCite \textit{F. Rubio} and \textit{X. Mestre}, Stat. Probab. Lett. 81, No. 5, 592--602 (2011; Zbl 1214.15022) Full Text: DOI HAL
Barone, P. A generalization of Bartlett’s decomposition. (English) Zbl 1207.62116 Stat. Probab. Lett. 81, No. 3, 371-381 (2011). MSC: 62H10 15B52 15A23 PDFBibTeX XMLCite \textit{P. Barone}, Stat. Probab. Lett. 81, No. 3, 371--381 (2011; Zbl 1207.62116) Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Edgeworth expansions for the product of two complex random matrices each with iid components. (English) Zbl 1202.62031 Stat. Probab. Lett. 80, No. 23-24, 1954-1961 (2010). MSC: 62E20 15B52 PDFBibTeX XMLCite \textit{C. S. Withers} and \textit{S. Nadarajah}, Stat. Probab. Lett. 80, No. 23--24, 1954--1961 (2010; Zbl 1202.62031) Full Text: DOI
Su, Zhonggen On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles. (English) Zbl 1204.15046 Stat. Probab. Lett. 80, No. 19-20, 1500-1507 (2010). Reviewer: Václav Burjan (Praha) MSC: 15B52 60B20 PDFBibTeX XMLCite \textit{Z. Su}, Stat. Probab. Lett. 80, No. 19--20, 1500--1507 (2010; Zbl 1204.15046) Full Text: DOI
Maurer, Andreas Dominated concentration. (English) Zbl 1189.62089 Stat. Probab. Lett. 80, No. 7-8, 683-689 (2010). MSC: 62H05 60E15 15A18 62H10 46N30 PDFBibTeX XMLCite \textit{A. Maurer}, Stat. Probab. Lett. 80, No. 7--8, 683--689 (2010; Zbl 1189.62089) Full Text: DOI
Kyung, Minjung; Gill, Jeff; Casella, George Characterizing the variance improvement in linear Dirichlet random effects models. (English) Zbl 1176.62067 Stat. Probab. Lett. 79, No. 22, 2343-2350 (2009). MSC: 62J05 15A18 62F15 PDFBibTeX XMLCite \textit{M. Kyung} et al., Stat. Probab. Lett. 79, No. 22, 2343--2350 (2009; Zbl 1176.62067) Full Text: DOI
Hagmark, Per-Erik A new concept for count distributions. (English) Zbl 1160.60308 Stat. Probab. Lett. 79, No. 8, 1120-1124 (2009). MSC: 60E05 60-08 15A09 70C20 PDFBibTeX XMLCite \textit{P.-E. Hagmark}, Stat. Probab. Lett. 79, No. 8, 1120--1124 (2009; Zbl 1160.60308) Full Text: DOI HAL
Gallego, Jose L. The exact likelihood function of a vector autoregressive moving average process. (English) Zbl 1157.62491 Stat. Probab. Lett. 79, No. 6, 711-714 (2009). MSC: 62M10 62H12 15A99 65C60 PDFBibTeX XMLCite \textit{J. L. Gallego}, Stat. Probab. Lett. 79, No. 6, 711--714 (2009; Zbl 1157.62491) Full Text: DOI
Cerqueti, Roy; Costantini, Mauro On the asymptotic behaviour of random matrices in a multivariate statistical model. (English) Zbl 1283.62114 Stat. Probab. Lett. 78, No. 14, 2039-2045 (2008). MSC: 62H12 62G20 15B52 PDFBibTeX XMLCite \textit{R. Cerqueti} and \textit{M. Costantini}, Stat. Probab. Lett. 78, No. 14, 2039--2045 (2008; Zbl 1283.62114) Full Text: DOI Link
Bura, E.; Pfeiffer, R. On the distribution of the left singular vectors of a random matrix and its applications. (English) Zbl 1146.62011 Stat. Probab. Lett. 78, No. 15, 2275-2280 (2008). MSC: 62E20 62H10 15B52 62H12 PDFBibTeX XMLCite \textit{E. Bura} and \textit{R. Pfeiffer}, Stat. Probab. Lett. 78, No. 15, 2275--2280 (2008; Zbl 1146.62011) Full Text: DOI
Wei, Zhengyuan; Zhang, Xinsheng A matrix version of Chernoff inequality. (English) Zbl 1311.60030 Stat. Probab. Lett. 78, No. 13, 1823-1825 (2008). MSC: 60E15 15A45 PDFBibTeX XMLCite \textit{Z. Wei} and \textit{X. Zhang}, Stat. Probab. Lett. 78, No. 13, 1823--1825 (2008; Zbl 1311.60030) Full Text: DOI
Liu, Rong; Shi, Yong Sampling based succinct matrix approximation. (English) Zbl 1416.65044 Stat. Probab. Lett. 78, No. 9, 1138-1147 (2008). MSC: 65C50 15A18 60B20 65F30 PDFBibTeX XMLCite \textit{R. Liu} and \textit{Y. Shi}, Stat. Probab. Lett. 78, No. 9, 1138--1147 (2008; Zbl 1416.65044) Full Text: DOI
Lin, Tsung I.; Ho, Hsiu J. A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process. (English) Zbl 1130.62090 Stat. Probab. Lett. 78, No. 1, 36-41 (2008). MSC: 62M10 65C60 15A99 PDFBibTeX XMLCite \textit{T. I. Lin} and \textit{H. J. Ho}, Stat. Probab. Lett. 78, No. 1, 36--41 (2008; Zbl 1130.62090) Full Text: DOI
Liu, Xu-Qing; Rong, Jian-Ying Quadratic prediction problems in finite populations. (English) Zbl 1114.62013 Stat. Probab. Lett. 77, No. 5, 483-489 (2007). MSC: 62D05 62J05 62H99 15A99 PDFBibTeX XMLCite \textit{X.-Q. Liu} and \textit{J.-Y. Rong}, Stat. Probab. Lett. 77, No. 5, 483--489 (2007; Zbl 1114.62013) Full Text: DOI
Maejima, Makoto; Pérez-Abreu, Víctor A class of random matrices with infinitely divisible determinants. (English) Zbl 1160.15311 Stat. Probab. Lett. 77, No. 2, 166-168 (2007). MSC: 15B52 60E07 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{V. Pérez-Abreu}, Stat. Probab. Lett. 77, No. 2, 166--168 (2007; Zbl 1160.15311) Full Text: DOI
Tian, Yongge; Wiens, Douglas P. On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model. (English) Zbl 1123.62038 Stat. Probab. Lett. 76, No. 12, 1265-1272 (2006). MSC: 62H12 62J05 15A24 PDFBibTeX XMLCite \textit{Y. Tian} and \textit{D. P. Wiens}, Stat. Probab. Lett. 76, No. 12, 1265--1272 (2006; Zbl 1123.62038) Full Text: DOI
Arslan, Olcay A new class of multivariate distributions: scale mixture of Kotz-type distributions. (English) Zbl 1082.62047 Stat. Probab. Lett. 75, No. 1, 18-28 (2005). Reviewer: A. M. Mathai (Kerala) MSC: 62H05 60E05 62H10 15B52 PDFBibTeX XMLCite \textit{O. Arslan}, Stat. Probab. Lett. 75, No. 1, 18--28 (2005; Zbl 1082.62047) Full Text: DOI
Sun, Xiaoqian; Sun, Dongchu Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model. (English) Zbl 1080.62038 Stat. Probab. Lett. 73, No. 1, 1-12 (2005). MSC: 62H12 15A99 PDFBibTeX XMLCite \textit{X. Sun} and \textit{D. Sun}, Stat. Probab. Lett. 73, No. 1, 1--12 (2005; Zbl 1080.62038) Full Text: DOI
Lehmann, Nils Principal components selection given extensively many variables. (English) Zbl 1083.15016 Stat. Probab. Lett. 74, No. 1, 51-58 (2005). Reviewer: Mihail Voicu (Iaşi) MSC: 15A18 62H25 PDFBibTeX XMLCite \textit{N. Lehmann}, Stat. Probab. Lett. 74, No. 1, 51--58 (2005; Zbl 1083.15016) Full Text: DOI
Jensen, D. R. Condition numbers and D-efficiency. (English) Zbl 1102.62078 Stat. Probab. Lett. 66, No. 3, 267-274 (2004). MSC: 62K05 15A12 PDFBibTeX XMLCite \textit{D. R. Jensen}, Stat. Probab. Lett. 66, No. 3, 267--274 (2004; Zbl 1102.62078) Full Text: DOI
Palma, Wilfredo; Bondon, Pascal On the eigenstructure of generalized fractional processes. (English) Zbl 1048.62087 Stat. Probab. Lett. 65, No. 2, 93-101 (2003). MSC: 62M10 60G12 62F05 62F12 15A18 PDFBibTeX XMLCite \textit{W. Palma} and \textit{P. Bondon}, Stat. Probab. Lett. 65, No. 2, 93--101 (2003; Zbl 1048.62087) Full Text: DOI
Dette, Holger; Melas, Viatcheslav B.; Biedermann, Stefanie A functional-algebraic determination of \(D\)-optimal designs for trigonometric regression models on a partial circle. (English) Zbl 1056.62083 Stat. Probab. Lett. 58, No. 4, 389-397 (2002). MSC: 62K05 62J02 15A18 PDFBibTeX XMLCite \textit{H. Dette} et al., Stat. Probab. Lett. 58, No. 4, 389--397 (2002; Zbl 1056.62083) Full Text: DOI
Young, Dean M.; Odell, Patrick L.; Hahn, William Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal. (English) Zbl 0964.62058 Stat. Probab. Lett. 49, No. 3, 271-276 (2000). MSC: 62J05 15A24 62H12 PDFBibTeX XMLCite \textit{D. M. Young} et al., Stat. Probab. Lett. 49, No. 3, 271--276 (2000; Zbl 0964.62058) Full Text: DOI
Ghazal, G. A. Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices. (English) Zbl 0964.15023 Stat. Probab. Lett. 48, No. 1, 1-9 (2000). Reviewer: Peter Forrester (Parkville) MSC: 15B52 15A63 PDFBibTeX XMLCite \textit{G. A. Ghazal}, Stat. Probab. Lett. 48, No. 1, 1--9 (2000; Zbl 0964.15023) Full Text: DOI
Olkin, Ingram The density of the inverse and pseudo-inverse of a random matrix. (English) Zbl 1246.62134 Stat. Probab. Lett. 38, No. 2, 131-135 (1998). MSC: 62H10 15B52 PDFBibTeX XMLCite \textit{I. Olkin}, Stat. Probab. Lett. 38, No. 2, 131--135 (1998; Zbl 1246.62134) Full Text: DOI
Smith, Todd; Peddada, Shyamal D. Analysis of fixed effects linear models under heteroscedastic errors. (English) Zbl 0897.62071 Stat. Probab. Lett. 37, No. 4, 399-408 (1998). MSC: 62J05 62H12 15A09 PDFBibTeX XMLCite \textit{T. Smith} and \textit{S. D. Peddada}, Stat. Probab. Lett. 37, No. 4, 399--408 (1998; Zbl 0897.62071) Full Text: DOI
Ghazal, G. A. Recurrence formula for expectations of products of quadratic forms. (English) Zbl 0849.62028 Stat. Probab. Lett. 27, No. 2, 101-109 (1996). MSC: 62H10 15A99 PDFBibTeX XMLCite \textit{G. A. Ghazal}, Stat. Probab. Lett. 27, No. 2, 101--109 (1996; Zbl 0849.62028) Full Text: DOI
Lee, Jack C.; Hu, Ling On the distribution of linear functions of independent \(F\) and \(U\) variates. (English) Zbl 0849.62029 Stat. Probab. Lett. 26, No. 4, 339-346 (1996). MSC: 62H10 15B52 62E17 PDFBibTeX XMLCite \textit{J. C. Lee} and \textit{L. Hu}, Stat. Probab. Lett. 26, No. 4, 339--346 (1996; Zbl 0849.62029) Full Text: DOI
Tan, Choon Peng On the weak ergodicity of nonhomogeneous Markov chains. (English) Zbl 0852.60079 Stat. Probab. Lett. 26, No. 4, 293-295 (1996). MSC: 60J10 15B51 PDFBibTeX XMLCite \textit{C. P. Tan}, Stat. Probab. Lett. 26, No. 4, 293--295 (1996; Zbl 0852.60079) Full Text: DOI
Dümbgen, Lutz A simple proof and refinement of Wielandt’s eigenvalue inequality. (English) Zbl 0839.15014 Stat. Probab. Lett. 25, No. 2, 113-115 (1995). MSC: 15A42 PDFBibTeX XMLCite \textit{L. Dümbgen}, Stat. Probab. Lett. 25, No. 2, 113--115 (1995; Zbl 0839.15014) Full Text: DOI
Liu, Shuangzhe; Neudecker, Heinz A \(V\)-optimal design for Scheffé’s polynomial model. (English) Zbl 0820.62065 Stat. Probab. Lett. 23, No. 3, 253-258 (1995). MSC: 62K05 15A09 PDFBibTeX XMLCite \textit{S. Liu} and \textit{H. Neudecker}, Stat. Probab. Lett. 23, No. 3, 253--258 (1995; Zbl 0820.62065) Full Text: DOI
Neudecker, Heinz A compact expression for the variance of sample second-order moments in multivariate linear relations. An alternative proof of Satorra’s result. (English) Zbl 0787.62059 Stat. Probab. Lett. 19, No. 2, 115-117 (1994). MSC: 62H10 62H99 15B52 15A69 PDFBibTeX XMLCite \textit{H. Neudecker}, Stat. Probab. Lett. 19, No. 2, 115--117 (1994; Zbl 0787.62059) Full Text: DOI
Seneta, E. Sensitivity of finite Markov chains under perturbation. (English) Zbl 0777.60065 Stat. Probab. Lett. 17, No. 2, 163-168 (1993). Reviewer: S.Grigorescu (Bucureşti) MSC: 60J10 15B51 65F15 PDFBibTeX XMLCite \textit{E. Seneta}, Stat. Probab. Lett. 17, No. 2, 163--168 (1993; Zbl 0777.60065) Full Text: DOI
Neudecker, Heinz; Satorra, Albert Linear structural relations: Gradient and Hessian of the fitting function. (English) Zbl 0712.62066 Stat. Probab. Lett. 11, No. 1, 57-61 (1991). MSC: 62J99 15A99 PDFBibTeX XMLCite \textit{H. Neudecker} and \textit{A. Satorra}, Stat. Probab. Lett. 11, No. 1, 57--61 (1991; Zbl 0712.62066) Full Text: DOI
Wansbeek, Tom Singular value decomposition of design matrices in ANOVA with balanced data. (English) Zbl 0712.62064 Stat. Probab. Lett. 11, No. 1, 33-36 (1991). MSC: 62J10 15A99 15A18 PDFBibTeX XMLCite \textit{T. Wansbeek}, Stat. Probab. Lett. 11, No. 1, 33--36 (1991; Zbl 0712.62064) Full Text: DOI
Wansbeek, Tom Erratum to: Singular value decomposition of design matrices in ANOVA with balanced data. (English) Zbl 0742.62075 Stat. Probab. Lett. 12, No. 5, 441 (1991). MSC: 62J10 15A18 PDFBibTeX XMLCite \textit{T. Wansbeek}, Stat. Probab. Lett. 12, No. 5, 441 (1991; Zbl 0742.62075) Full Text: DOI
Hu, H.; Olkin, I. A numerical procedure for finding the positive definite matrix closest to a patterned matrix. (English) Zbl 0850.62486 Stat. Probab. Lett. 12, No. 6, 511-515 (1991). MSC: 62H99 65C99 62H12 15A45 PDFBibTeX XMLCite \textit{H. Hu} and \textit{I. Olkin}, Stat. Probab. Lett. 12, No. 6, 511--515 (1991; Zbl 0850.62486) Full Text: DOI
Gupta, A. K.; Varga, T. Rank of a quadratic form in an elliptically contoured matrix random variable. (English) Zbl 0738.15013 Stat. Probab. Lett. 12, No. 2, 131-134 (1991). Reviewer: S.Sridhar (Madras) MSC: 15A63 62H05 PDFBibTeX XMLCite \textit{A. K. Gupta} and \textit{T. Varga}, Stat. Probab. Lett. 12, No. 2, 131--134 (1991; Zbl 0738.15013) Full Text: DOI
Williamson, R. C.; Downs, T. The inverse and determinant of a 2\(\times 2\) uniformly distributed random matrix. (English) Zbl 0654.62043 Stat. Probab. Lett. 7, No. 2, 167-170 (1988). MSC: 62H10 15B52 PDFBibTeX XMLCite \textit{R. C. Williamson} and \textit{T. Downs}, Stat. Probab. Lett. 7, No. 2, 167--170 (1988; Zbl 0654.62043) Full Text: DOI
Wiggins, Alvin D. On the use of the directional derivative in obtaining multivariate extreme values. (English) Zbl 0568.62052 Stat. Probab. Lett. 3, 39-44 (1985). Reviewer: Y.Qu MSC: 62H12 15A99 62H99 15A24 49K10 PDFBibTeX XMLCite \textit{A. D. Wiggins}, Stat. Probab. Lett. 3, 39--44 (1985; Zbl 0568.62052) Full Text: DOI
Kotz, Samuel; Pearn, W. L.; Wichern, Dean W. Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application. (English) Zbl 0543.62048 Stat. Probab. Lett. 2, 119-125 (1984). MSC: 62H25 15A18 PDFBibTeX XMLCite \textit{S. Kotz} et al., Stat. Probab. Lett. 2, 119--125 (1984; Zbl 0543.62048) Full Text: DOI
Seneta, E. On the limiting set of nonnegative matrix products. (English) Zbl 0541.15009 Stat. Probab. Lett. 2, 159-163 (1984). MSC: 15B51 60J10 15B48 PDFBibTeX XMLCite \textit{E. Seneta}, Stat. Probab. Lett. 2, 159--163 (1984; Zbl 0541.15009) Full Text: DOI