Recent Developments in Multivariate and Random Matrix Analysis
Festschrift in Honour of Dietrich von Rosen
Editors: Holgersson, Thomas, Singull, Martin (Eds.)
Free Preview- Describes recent developments in multivariate statistical analysis Cotains contributions on high-dimensional data analysisWritten by experts in the field and dedicated to Dietrich von Rosen
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- About this book
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This volume is a tribute to Professor Dietrich von Rosen on the occasion of his 65th birthday. It contains a collection of twenty original papers. The contents of the papers evolve around multivariate analysis and random matrices with topics such as high-dimensional analysis, goodness-of-fit measures, variable selection and information criteria, inference of covariance structures, the Wishart distribution and growth curve models.
- About the authors
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Thomas Holgersson is Professor of statistics at Linnaeus. He is currently a review panel member of the Swedish research council board and involved in the development of a nationwide graduate school in statistics. He has been working in multiple fields such as econometrics and time series analysis but is now primarily working with random matrix analysis. He is associate editor of Journal of Multivariate Analysis.
Martin Singull is Associate Professor in Mathematical Statistic and Head of Division of Mathematical Statistics at the Department of Mathematics, Linköping University. He is also Assistant Director for the Research School in Interdisciplinary Mathematics at Linköping University. Dr Singulls research focuses on supervised learning for Gaussian linear and bilinear (also known as Growth Curve) models with special focus on inference for covariance matrices with various structures.
- Table of contents (20 chapters)
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Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices
Pages 1-16
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Testing for Double Complete Symmetry
Pages 17-39
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Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard
Pages 41-49
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Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models
Pages 51-66
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Growth Curve Model with Orthogonal Covariance Structure
Pages 67-81
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Table of contents (20 chapters)
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Bibliographic Information
- Bibliographic Information
-
- Book Title
- Recent Developments in Multivariate and Random Matrix Analysis
- Book Subtitle
- Festschrift in Honour of Dietrich von Rosen
- Editors
-
- Thomas Holgersson
- Martin Singull
- Copyright
- 2020
- Publisher
- Springer International Publishing
- Copyright Holder
- Springer Nature Switzerland AG
- eBook ISBN
- 978-3-030-56773-6
- DOI
- 10.1007/978-3-030-56773-6
- Hardcover ISBN
- 978-3-030-56772-9
- Edition Number
- 1
- Number of Pages
- XIII, 373
- Number of Illustrations
- 5 b/w illustrations, 15 illustrations in colour
- Topics
