Oda, Hidemasa; Komaki, Fumiyasu Enriched standard conjugate priors and the right invariant prior for Wishart distributions. (English) Zbl 07626989 J. Multivariate Anal. 193, Article ID 105105, 19 p. (2023). MSC: 62Hxx 62C10 62H12 PDF BibTeX XML Cite \textit{H. Oda} and \textit{F. Komaki}, J. Multivariate Anal. 193, Article ID 105105, 19 p. (2023; Zbl 07626989) Full Text: DOI arXiv OpenURL
Alfelt, Gustav; Mazur, Stepan On the mean and variance of the estimated tangency portfolio weights for small samples. (English) Zbl 1499.62373 Mod. Stoch., Theory Appl. 9, No. 4, 453-482 (2022). MSC: 62P05 62H10 62H12 15A09 91G10 PDF BibTeX XML Cite \textit{G. Alfelt} and \textit{S. Mazur}, Mod. Stoch., Theory Appl. 9, No. 4, 453--482 (2022; Zbl 1499.62373) Full Text: DOI OpenURL
Nourdin, Ivan; Zheng, Guangqu Asymptotic behavior of large Gaussian correlated Wishart matrices. (English) Zbl 07621011 J. Theor. Probab. 35, No. 4, 2239-2268 (2022). MSC: 60B20 60F05 60G22 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Zheng}, J. Theor. Probab. 35, No. 4, 2239--2268 (2022; Zbl 07621011) Full Text: DOI arXiv OpenURL
Bertucci, Charles; Debbah, Mérouane; Lasry, Jean-Michel; Lions, Pierre-Louis A spectral dominance approach to large random matrices. (English. French summary) Zbl 1492.60013 J. Math. Pures Appl. (9) 164, 27-56 (2022). MSC: 60B20 35D40 60F99 PDF BibTeX XML Cite \textit{C. Bertucci} et al., J. Math. Pures Appl. (9) 164, 27--56 (2022; Zbl 1492.60013) Full Text: DOI arXiv OpenURL
Cai, T. Tony; Han, Rungang; Zhang, Anru R. On the non-asymptotic concentration of heteroskedastic Wishart-type matrix. (English) Zbl 1486.60009 Electron. J. Probab. 27, Paper No. 29, 40 p. (2022). MSC: 60B20 46B09 PDF BibTeX XML Cite \textit{T. T. Cai} et al., Electron. J. Probab. 27, Paper No. 29, 40 p. (2022; Zbl 1486.60009) Full Text: DOI arXiv OpenURL
Fang, Xiao; Koike, Yuta New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems. (English) Zbl 1485.60023 Ann. Appl. Probab. 32, No. 1, 602-631 (2022). MSC: 60F05 62E17 PDF BibTeX XML Cite \textit{X. Fang} and \textit{Y. Koike}, Ann. Appl. Probab. 32, No. 1, 602--631 (2022; Zbl 1485.60023) Full Text: DOI arXiv OpenURL
Ouimet, Frédéric A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications. (English) Zbl 07482268 J. Multivariate Anal. 189, Article ID 104923, 17 p. (2022). MSC: 62H10 62E20 62H12 62B15 62G07 PDF BibTeX XML Cite \textit{F. Ouimet}, J. Multivariate Anal. 189, Article ID 104923, 17 p. (2022; Zbl 07482268) Full Text: DOI arXiv Link OpenURL
Song, Jian; Yao, Jianfeng; Yuan, Wangjun Recent advances on eigenvalues of matrix-valued stochastic processes. (English) Zbl 1480.60056 J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G22 15A18 62H10 60H15 PDF BibTeX XML Cite \textit{J. Song} et al., J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022; Zbl 1480.60056) Full Text: DOI arXiv OpenURL
Kuriki, Satoshi; Takemura, Akimichi; Taylor, Jonathan E. The volume-of-tube method for Gaussian random fields with inhomogeneous variance. (English) Zbl 1493.62281 J. Multivariate Anal. 188, Article ID 104819, 23 p. (2022). MSC: 62H10 60G60 PDF BibTeX XML Cite \textit{S. Kuriki} et al., J. Multivariate Anal. 188, Article ID 104819, 23 p. (2022; Zbl 1493.62281) Full Text: DOI arXiv OpenURL
Pielaszkiewicz, Jolanta; Holgersson, Thomas Mixtures of traces of Wishart and inverse Wishart matrices. (English) Zbl 07532189 Commun. Stat., Theory Methods 50, No. 21, 5084-5100 (2021). MSC: 15B52 60B20 60F05 62-XX PDF BibTeX XML Cite \textit{J. Pielaszkiewicz} and \textit{T. Holgersson}, Commun. Stat., Theory Methods 50, No. 21, 5084--5100 (2021; Zbl 07532189) Full Text: DOI OpenURL
Bak, Kwan-Young; Kim, Kwang-Rae; Kim, Peter T.; Koo, Ja-Yong; Park, Changyi; Zhu, Hongtu Nonparametric matrix regression function estimation over symmetric positive definite matrices. (English) Zbl 1485.62066 J. Korean Stat. Soc. 50, No. 3, 795-817 (2021). MSC: 62H12 62G05 62G20 PDF BibTeX XML Cite \textit{K.-Y. Bak} et al., J. Korean Stat. Soc. 50, No. 3, 795--817 (2021; Zbl 1485.62066) Full Text: DOI OpenURL
Izenman, Alan Julian Random matrix theory and its applications. (English) Zbl 07473926 Stat. Sci. 36, No. 3, 421-442 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. J. Izenman}, Stat. Sci. 36, No. 3, 421--442 (2021; Zbl 07473926) Full Text: DOI OpenURL
Lodhia, Asad Harmonic means of Wishart random matrices. (English) Zbl 1481.60011 Random Matrices Theory Appl. 10, No. 2, Article ID 2150016, 24 p. (2021). Reviewer: Weiping Li (Guanghan) MSC: 60B20 62H12 15B52 15A18 PDF BibTeX XML Cite \textit{A. Lodhia}, Random Matrices Theory Appl. 10, No. 2, Article ID 2150016, 24 p. (2021; Zbl 1481.60011) Full Text: DOI arXiv OpenURL
Drensky, Vesselin; Edelman, Alan; Genoar, Tierney; Kan, Raymond; Koev, Plamen The densities and distributions of the largest eigenvalue and the trace of a beta-Wishart matrix. (English) Zbl 1490.60021 Random Matrices Theory Appl. 10, No. 1, Article ID 2150010, 11 p. (2021). Reviewer: Zakhar Kabluchko (Münster) MSC: 60B20 15B52 60E05 62H10 65F15 PDF BibTeX XML Cite \textit{V. Drensky} et al., Random Matrices Theory Appl. 10, No. 1, Article ID 2150010, 11 p. (2021; Zbl 1490.60021) Full Text: DOI OpenURL
Virta, Joni Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order. (English) Zbl 1478.62138 Stat. Probab. Lett. 179, Article ID 109209, 5 p. (2021). MSC: 62H15 62H25 PDF BibTeX XML Cite \textit{J. Virta}, Stat. Probab. Lett. 179, Article ID 109209, 5 p. (2021; Zbl 1478.62138) Full Text: DOI arXiv OpenURL
Boukehil, Djamila; Fourdrinier, Dominique; Mezoued, Fatiha; Strawderman, William E. Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses. (English) Zbl 1473.62178 J. Stat. Plann. Inference 215, 368-387 (2021). MSC: 62H12 62F10 62C99 PDF BibTeX XML Cite \textit{D. Boukehil} et al., J. Stat. Plann. Inference 215, 368--387 (2021; Zbl 1473.62178) Full Text: DOI OpenURL
Diez, Charles-Philippe; Tudor, Ciprian A. Limit behavior for Wishart matrices with Skorohod integrals. (English) Zbl 1473.60016 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1625-1641 (2021). MSC: 60B20 15B52 60F05 60H05 60H07 PDF BibTeX XML Cite \textit{C.-P. Diez} and \textit{C. A. Tudor}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1625--1641 (2021; Zbl 1473.60016) Full Text: Link OpenURL
Song, Jian; Yao, Jianfeng; Yuan, Wangjun High-dimensional central limit theorems for a class of particle systems. (English) Zbl 1480.60184 Electron. J. Probab. 26, Paper No. 87, 33 p. (2021). MSC: 60H15 60F05 60B20 PDF BibTeX XML Cite \textit{J. Song} et al., Electron. J. Probab. 26, Paper No. 87, 33 p. (2021; Zbl 1480.60184) Full Text: DOI OpenURL
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A. Limiting behavior of large correlated Wishart matrices with chaotic entries. (English) Zbl 1480.60008 Bernoulli 27, No. 2, 1077-1102 (2021). MSC: 60B20 60F05 60H07 PDF BibTeX XML Cite \textit{S. Bourguin} et al., Bernoulli 27, No. 2, 1077--1102 (2021; Zbl 1480.60008) Full Text: DOI arXiv OpenURL
Li, Fei On the Jacobians of singular matrix decomposition and its application. (English) Zbl 1484.65054 Linear Multilinear Algebra 69, No. 8, 1521-1533 (2021). MSC: 65F05 26B10 15A23 15B52 PDF BibTeX XML Cite \textit{F. Li}, Linear Multilinear Algebra 69, No. 8, 1521--1533 (2021; Zbl 1484.65054) Full Text: DOI OpenURL
Banerjee, Samprit; Monni, Stefano An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes. (English) Zbl 1465.62096 J. Stat. Plann. Inference 213, 16-32 (2021). MSC: 62H12 15A18 65C05 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{S. Monni}, J. Stat. Plann. Inference 213, 16--32 (2021; Zbl 1465.62096) Full Text: DOI arXiv OpenURL
Kumar, Santosh; Charan, S. Sai Spectral statistics for the difference of two Wishart matrices. (English) Zbl 07646218 J. Phys. A, Math. Theor. 53, No. 50, Article ID 505202, 21 p. (2020). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{S. Kumar} and \textit{S. S. Charan}, J. Phys. A, Math. Theor. 53, No. 50, Article ID 505202, 21 p. (2020; Zbl 07646218) Full Text: DOI arXiv OpenURL
Ferreira, Johannes T.; Bekker, Andriëtte Weighted condition number distributions emanating from complex noncentral Wishart type matrices. (English) Zbl 07616800 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 99-119 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{J. T. Ferreira} and \textit{A. Bekker}, in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 99--119 (2020; Zbl 07616800) Full Text: DOI OpenURL
Tsukuma, Hisayuki; Kubokawa, Tatsuya Estimation of a covariance matrix in multivariate skew-normal distribution. (English) Zbl 07528840 Commun. Stat., Theory Methods 49, No. 5, 1174-1200 (2020). MSC: 62F10 62J07 62-XX PDF BibTeX XML Cite \textit{H. Tsukuma} and \textit{T. Kubokawa}, Commun. Stat., Theory Methods 49, No. 5, 1174--1200 (2020; Zbl 07528840) Full Text: DOI OpenURL
Muhumuza, Asaph Keikara; Lundengård, Karl; Österberg, Jonas; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin Optimization of the Wishart joint eigenvalue probability density distribution based on the Vandermonde determinant. (English) Zbl 1473.15046 Silvestrov, Sergei (ed.) et al., Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 317, 819-838 (2020). MSC: 15B52 15A15 33C45 PDF BibTeX XML Cite \textit{A. K. Muhumuza} et al., Springer Proc. Math. Stat. 317, 819--838 (2020; Zbl 1473.15046) Full Text: DOI OpenURL
Gribisch, Bastian; Stollenwerk, Michael Dynamic principal component CAW models for high-dimensional realized covariance matrices. (English) Zbl 1467.62174 Quant. Finance 20, No. 5, 799-821 (2020). MSC: 62P20 62M10 62M15 62H12 62H25 62J10 91B84 PDF BibTeX XML Cite \textit{B. Gribisch} and \textit{M. Stollenwerk}, Quant. Finance 20, No. 5, 799--821 (2020; Zbl 1467.62174) Full Text: DOI OpenURL
Dumas, Jean-Guillaume; Pernet, Clément; Sedoglavic, Alexandre On fast multiplication of a matrix by its transpose. (English) Zbl 07300067 Mantzaflaris, Angelos (ed.), Proceedings of the 45th international symposium on symbolic and algebraic computation, ISSAC ’20, Kalamata, Greece, July 20–23, 2020. New York, NY: Association for Computing Machinery (ACM). 162-169 (2020). MSC: 68W30 PDF BibTeX XML Cite \textit{J.-G. Dumas} et al., in: Proceedings of the 45th international symposium on symbolic and algebraic computation, ISSAC '20, Kalamata, Greece, July 20--23, 2020. New York, NY: Association for Computing Machinery (ACM). 162--169 (2020; Zbl 07300067) Full Text: DOI arXiv OpenURL
Kolodziejek, Bartosz; Piliszek, Agnieszka Independence characterization for Wishart and Kummer random matrices. (English) Zbl 1455.62045 REVSTAT 18, No. 3, 357-373 (2020). MSC: 62E10 62R10 60B20 60E05 39B42 PDF BibTeX XML Cite \textit{B. Kolodziejek} and \textit{A. Piliszek}, REVSTAT 18, No. 3, 357--373 (2020; Zbl 1455.62045) Full Text: arXiv Link OpenURL
Ferreira, J. T.; Bekker, A.; Arashi, M. Advances in Wishart-type modelling of channel capacity. (English) Zbl 1455.62043 REVSTAT 18, No. 3, 237-255 (2020). MSC: 62E10 62E15 62H10 62B10 60E05 PDF BibTeX XML Cite \textit{J. T. Ferreira} et al., REVSTAT 18, No. 3, 237--255 (2020; Zbl 1455.62043) Full Text: Link OpenURL
Jiu, Lin; Koutschan, Christoph Calculation and properties of zonal polynomials. (English) Zbl 1462.05350 Math. Comput. Sci. 14, No. 3, 623-640 (2020). MSC: 05E05 05A17 33C20 33C70 15B52 PDF BibTeX XML Cite \textit{L. Jiu} and \textit{C. Koutschan}, Math. Comput. Sci. 14, No. 3, 623--640 (2020; Zbl 1462.05350) Full Text: DOI arXiv OpenURL
Di Nardo, Elvira Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix. (English) Zbl 1453.60043 J. Multivariate Anal. 179, Article ID 104629, 8 p. (2020). MSC: 60E10 62H10 05E05 PDF BibTeX XML Cite \textit{E. Di Nardo}, J. Multivariate Anal. 179, Article ID 104629, 8 p. (2020; Zbl 1453.60043) Full Text: DOI arXiv OpenURL
Banica, Teodor Block-modified Wishart matrices: the easy case. (English) Zbl 1470.60009 Indiana Univ. Math. J. 69, No. 4, 1365-1402 (2020). MSC: 60B20 46L54 PDF BibTeX XML Cite \textit{T. Banica}, Indiana Univ. Math. J. 69, No. 4, 1365--1402 (2020; Zbl 1470.60009) Full Text: DOI arXiv OpenURL
Guionnet, Alice; Husson, Jonathan Large deviations for the largest eigenvalue of Rademacher matrices. (English) Zbl 1444.60021 Ann. Probab. 48, No. 3, 1436-1465 (2020). MSC: 60F10 60B20 15B52 PDF BibTeX XML Cite \textit{A. Guionnet} and \textit{J. Husson}, Ann. Probab. 48, No. 3, 1436--1465 (2020; Zbl 1444.60021) Full Text: DOI arXiv Euclid OpenURL
Stewart, Kathryn Total variation approximation of random orthogonal matrices by Gaussian matrices. (English) Zbl 1445.60013 J. Theor. Probab. 33, No. 2, 1111-1143 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60B20 60F05 PDF BibTeX XML Cite \textit{K. Stewart}, J. Theor. Probab. 33, No. 2, 1111--1143 (2020; Zbl 1445.60013) Full Text: DOI arXiv OpenURL
Imori, Shinpei; von Rosen, Dietrich On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix. (English) Zbl 1440.15003 Electron. J. Linear Algebra 36, 124-133 (2020). MSC: 15A09 15B52 PDF BibTeX XML Cite \textit{S. Imori} and \textit{D. von Rosen}, Electron. J. Linear Algebra 36, 124--133 (2020; Zbl 1440.15003) Full Text: Link OpenURL
Endo, Taiki; Katori, Makoto Three-parametric Marcenko-Pastur density. (English) Zbl 1447.60019 J. Stat. Phys. 178, No. 6, 1397-1416 (2020). MSC: 60B20 60J60 60F10 15B52 PDF BibTeX XML Cite \textit{T. Endo} and \textit{M. Katori}, J. Stat. Phys. 178, No. 6, 1397--1416 (2020; Zbl 1447.60019) Full Text: DOI arXiv OpenURL
Tran, Linh V. Local law for eigenvalues of random regular bipartite graphs. (English) Zbl 1434.05136 Bull. Malays. Math. Sci. Soc. (2) 43, No. 2, 1517-1526 (2020). MSC: 05C80 05C50 60G57 PDF BibTeX XML Cite \textit{L. V. Tran}, Bull. Malays. Math. Sci. Soc. (2) 43, No. 2, 1517--1526 (2020; Zbl 1434.05136) Full Text: DOI arXiv OpenURL
Taylor, Dane; Restrepo, Juan G.; Meyer, François G. Ensemble-based estimates of eigenvector error for empirical covariance matrices. (English) Zbl 1470.60016 Inf. Inference 8, No. 2, 289-312 (2019). MSC: 60B20 PDF BibTeX XML Cite \textit{D. Taylor} et al., Inf. Inference 8, No. 2, 289--312 (2019; Zbl 1470.60016) Full Text: DOI arXiv OpenURL
Li, Songzi Matrix Dirichlet processes. (English. French summary) Zbl 07097336 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 909-940 (2019). MSC: 47B25 60B20 15B52 PDF BibTeX XML Cite \textit{S. Li}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 909--940 (2019; Zbl 07097336) Full Text: DOI arXiv Euclid OpenURL
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. (English) Zbl 1418.91453 J. Stat. Plann. Inference 201, 40-57 (2019). MSC: 91G10 62H10 62H12 91G70 62P05 PDF BibTeX XML Cite \textit{T. Bodnar} et al., J. Stat. Plann. Inference 201, 40--57 (2019; Zbl 1418.91453) Full Text: DOI Link OpenURL
Kumar, Santosh Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble. (English) Zbl 1435.15025 J. Stat. Phys. 175, No. 1, 126-149 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 15A18 15A15 60B20 PDF BibTeX XML Cite \textit{S. Kumar}, J. Stat. Phys. 175, No. 1, 126--149 (2019; Zbl 1435.15025) Full Text: DOI arXiv OpenURL
Mingo, James A.; Popa, Mihai Freeness and the partial transposes of Wishart random matrices. (English) Zbl 1462.15037 Can. J. Math. 71, No. 3, 659-681 (2019). Reviewer: Martín Argerami (Regina) MSC: 15B52 46L54 60B20 PDF BibTeX XML Cite \textit{J. A. Mingo} and \textit{M. Popa}, Can. J. Math. 71, No. 3, 659--681 (2019; Zbl 1462.15037) Full Text: DOI arXiv OpenURL
Rácz, Miklós Z.; Richey, Jacob A smooth transition from Wishart to GOE. (English) Zbl 1447.60027 J. Theor. Probab. 32, No. 2, 898-906 (2019). MSC: 60B20 PDF BibTeX XML Cite \textit{M. Z. Rácz} and \textit{J. Richey}, J. Theor. Probab. 32, No. 2, 898--906 (2019; Zbl 1447.60027) Full Text: DOI arXiv OpenURL
Lenczewski, Romuald; Sałapata, Rafał Asymptotic distributions of Wishart type products of random matrices. (English) Zbl 1408.60009 Colloq. Math. 155, No. 1, 67-106 (2019). MSC: 60B20 15B52 05A18 PDF BibTeX XML Cite \textit{R. Lenczewski} and \textit{R. Sałapata}, Colloq. Math. 155, No. 1, 67--106 (2019; Zbl 1408.60009) Full Text: DOI arXiv OpenURL
Xiao, Yongshun The marginal probability density functions of Wishart probability density function. (English) Zbl 1433.62136 Far East J. Theor. Stat. 54, No. 3, 239-326 (2018). MSC: 62H10 33B20 62H20 15B48 PDF BibTeX XML Cite \textit{Y. Xiao}, Far East J. Theor. Stat. 54, No. 3, 239--326 (2018; Zbl 1433.62136) Full Text: DOI OpenURL
Bishop, Adrian N.; Del Moral, Pierre; Angèle, Niclas An introduction to Wishart matrix moments. (English) Zbl 1442.60006 Found. Trends Mach. Learn. 11, No. 2, 97-218 (2018). MSC: 60B20 62D05 15B52 PDF BibTeX XML Cite \textit{A. N. Bishop} et al., Found. Trends Mach. Learn. 11, No. 2, 97--218 (2018; Zbl 1442.60006) Full Text: DOI arXiv OpenURL
Bubeck, Sébastien; Ganguly, Shirshendu Entropic CLT and phase transition in high-dimensional Wishart matrices. (English) Zbl 1407.82024 Int. Math. Res. Not. 2018, No. 2, 588-606 (2018). MSC: 82B26 15B52 94A17 PDF BibTeX XML Cite \textit{S. Bubeck} and \textit{S. Ganguly}, Int. Math. Res. Not. 2018, No. 2, 588--606 (2018; Zbl 1407.82024) Full Text: DOI arXiv OpenURL
Pielaszkiewicz, Jolanta Maria; von Rosen, Dietrich; Singull, Martin On \(n/p\)-asymptotic distribution of vector of weighted traces of powers of Wishart matrices. (English) Zbl 1402.62099 Electron. J. Linear Algebra 33, 24-40 (2018). MSC: 62H10 62E20 15B52 62M15 PDF BibTeX XML Cite \textit{J. M. Pielaszkiewicz} et al., Electron. J. Linear Algebra 33, 24--40 (2018; Zbl 1402.62099) Full Text: DOI OpenURL
Wang, Cheng; Jiang, Binyan On the dimension effect of regularized linear discriminant analysis. (English) Zbl 1404.62070 Electron. J. Stat. 12, No. 2, 2709-2742 (2018). MSC: 62H30 60B20 62E20 PDF BibTeX XML Cite \textit{C. Wang} and \textit{B. Jiang}, Electron. J. Stat. 12, No. 2, 2709--2742 (2018; Zbl 1404.62070) Full Text: DOI arXiv Euclid OpenURL
Azimmohseni, Majid; Soltani, Ahmad Reza; Khalafi, Mahnaz; Ghalesary, Naeemeh Akbari A consistent estimator for spectral density matrix of a discrete time periodically correlated process. (English) Zbl 1410.62161 Probab. Math. Stat. 38, No. 1, 225-242 (2018). MSC: 62M10 62M15 62G20 PDF BibTeX XML Cite \textit{M. Azimmohseni} et al., Probab. Math. Stat. 38, No. 1, 225--242 (2018; Zbl 1410.62161) Full Text: Link OpenURL
Pielaszkiewicz, Jolanta R-transform associated with asymptotic negative spectral moments of Jacobi ensemble. (English. French summary) Zbl 1387.15037 Afr. Stat. 13, No. 1, 1531-1538 (2018). MSC: 15B52 15A09 15A29 60B20 46L54 PDF BibTeX XML Cite \textit{J. Pielaszkiewicz}, Afr. Stat. 13, No. 1, 1531--1538 (2018; Zbl 1387.15037) Full Text: Euclid OpenURL
Uhler, Caroline; Lenkoski, Alex; Richards, Donald Exact formulas for the normalizing constants of Wishart distributions for graphical models. (English) Zbl 1392.62146 Ann. Stat. 46, No. 1, 90-118 (2018). Reviewer: Alessandro Selvitella (Ottawa) MSC: 62H05 60E05 62E15 PDF BibTeX XML Cite \textit{C. Uhler} et al., Ann. Stat. 46, No. 1, 90--118 (2018; Zbl 1392.62146) Full Text: DOI arXiv OpenURL
Kołodziejek, Bartosz A Matsumoto-Yor characterization for Kummer and Wishart random matrices. (English) Zbl 1392.60013 J. Math. Anal. Appl. 460, No. 2, 976-986 (2018). MSC: 60B20 15B52 PDF BibTeX XML Cite \textit{B. Kołodziejek}, J. Math. Anal. Appl. 460, No. 2, 976--986 (2018; Zbl 1392.60013) Full Text: DOI arXiv OpenURL
Moiseev, Nikita A. \(p\)-value adjustment to control type I errors in linear regression models. (English) Zbl 07192024 J. Stat. Comput. Simulation 87, No. 9, 1701-1711 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{N. A. Moiseev}, J. Stat. Comput. Simulation 87, No. 9, 1701--1711 (2017; Zbl 07192024) Full Text: DOI OpenURL
Pielaszkiewicz, Jolanta; von Rosen, Dietrich; Singull, Martin Testing independence via spectral moments. (English) Zbl 1405.62063 Bebiano, Natália (ed.), Applied and computational matrix analysis. MAT-TRIAD, Coimbra, Portugal, September 7–11, 2015. Selected, revised contributions. Cham: Springer (ISBN 978-3-319-49982-6/hbk; 978-3-319-49984-0/ebook). Springer Proceedings in Mathematics & Statistics 192, 263-274 (2017). MSC: 62H15 60B20 15B52 62E20 PDF BibTeX XML Cite \textit{J. Pielaszkiewicz} et al., Springer Proc. Math. Stat. 192, 263--274 (2017; Zbl 1405.62063) Full Text: DOI OpenURL
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof A test for the global minimum variance portfolio for small sample and singular covariance. (English) Zbl 1443.62332 AStA, Adv. Stat. Anal. 101, No. 3, 253-265 (2017). MSC: 62P05 62H15 91G10 PDF BibTeX XML Cite \textit{T. Bodnar} et al., AStA, Adv. Stat. Anal. 101, No. 3, 253--265 (2017; Zbl 1443.62332) Full Text: DOI OpenURL
Tsyrulnikov, Michael; Rakitko, Alexander A hierarchical Bayes ensemble Kalman filter. (English) Zbl 1376.93113 Physica D 338, 1-16 (2017). MSC: 93E14 93E11 PDF BibTeX XML Cite \textit{M. Tsyrulnikov} and \textit{A. Rakitko}, Physica D 338, 1--16 (2017; Zbl 1376.93113) Full Text: DOI arXiv OpenURL
Shukla, Pragya Eigenfunction statistics of Wishart Brownian ensembles. (English) Zbl 1386.82034 J. Phys. A, Math. Theor. 50, No. 43, Article ID 435003, 27 p. (2017). MSC: 82C10 60B20 PDF BibTeX XML Cite \textit{P. Shukla}, J. Phys. A, Math. Theor. 50, No. 43, Article ID 435003, 27 p. (2017; Zbl 1386.82034) Full Text: DOI arXiv OpenURL
Lee, Han Na; Schwartzman, Armin Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices. (English) Zbl 1403.62127 J. Multivariate Anal. 162, 152-171 (2017). MSC: 62H35 62P10 PDF BibTeX XML Cite \textit{H. N. Lee} and \textit{A. Schwartzman}, J. Multivariate Anal. 162, 152--171 (2017; Zbl 1403.62127) Full Text: DOI Link OpenURL
Shakil, M.; Ahsanullah, M. Some inferences on the distribution of the Demmel condition number of complex Wishart matrices. (English) Zbl 1392.15010 Spec. Matrices 5, 127-138 (2017). MSC: 15A12 15B52 PDF BibTeX XML Cite \textit{M. Shakil} and \textit{M. Ahsanullah}, Spec. Matrices 5, 127--138 (2017; Zbl 1392.15010) Full Text: DOI OpenURL
Meckes, Elizabeth S.; Meckes, Mark W. Rates of convergence for empirical spectral measures: a soft approach. (English) Zbl 1376.15027 Carlen, Eric (ed.) et al., Convexity and concentration. New York, NY: Springer (ISBN 978-1-4939-7004-9/hbk; 978-1-4939-7005-6/ebook). The IMA Volumes in Mathematics and its Applications 161, 157-181 (2017). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 15B57 15A18 60B20 PDF BibTeX XML Cite \textit{E. S. Meckes} and \textit{M. W. Meckes}, IMA Vol. Math. Appl. 161, 157--181 (2017; Zbl 1376.15027) Full Text: DOI arXiv OpenURL
Arashi, Mohammad; Bekker, Andriëtte; van Niekerk, Janet Weighted-type Wishart distributions with application. (English) Zbl 1369.62022 REVSTAT 15, No. 2, 205-222 (2017). MSC: 62E15 60E05 62H12 62F15 PDF BibTeX XML Cite \textit{M. Arashi} et al., REVSTAT 15, No. 2, 205--222 (2017; Zbl 1369.62022) Full Text: Link OpenURL
Jiang, Tiefeng; Leder, Kevin; Xu, Gongjun Rare-event analysis for extremal eigenvalues of white Wishart matrices. (English) Zbl 1377.65013 Ann. Stat. 45, No. 4, 1609-1637 (2017). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 65C60 65C05 60B20 15B52 65F15 62H99 PDF BibTeX XML Cite \textit{T. Jiang} et al., Ann. Stat. 45, No. 4, 1609--1637 (2017; Zbl 1377.65013) Full Text: DOI arXiv Euclid OpenURL
Díaz-García, José A.; Gutiérrez-Jáimez, Ramón Some comments on zonal polynomials and their expected values with respect to elliptical distributions. (English) Zbl 1430.62148 Acta Math. Appl. Sin., Engl. Ser. 33, No. 3, 567-574 (2017). MSC: 62H99 60E05 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{R. Gutiérrez-Jáimez}, Acta Math. Appl. Sin., Engl. Ser. 33, No. 3, 567--574 (2017; Zbl 1430.62148) Full Text: DOI OpenURL
Robertson, Scott; Xing, Hao Long-term optimal investment in matrix valued factor models. (English) Zbl 1367.91169 SIAM J. Financ. Math. 8, 400-434 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 60J60 60H30 49J20 35K58 35R60 PDF BibTeX XML Cite \textit{S. Robertson} and \textit{H. Xing}, SIAM J. Financ. Math. 8, 400--434 (2017; Zbl 1367.91169) Full Text: DOI arXiv OpenURL
Wirtz, Tim; Kieburg, Mario; Guhr, Thomas Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles. (English) Zbl 1368.81075 J. Phys. A, Math. Theor. 50, No. 23, Article ID 235203, 30 p. (2017). MSC: 81Q10 81Q60 60B20 15B52 68U20 65C05 PDF BibTeX XML Cite \textit{T. Wirtz} et al., J. Phys. A, Math. Theor. 50, No. 23, Article ID 235203, 30 p. (2017; Zbl 1368.81075) Full Text: DOI arXiv OpenURL
Díaz-García, José A.; Caro-Lopera, Francisco J. Estimation of mean form and mean form difference under elliptical laws. (English) Zbl 1365.62198 Electron. J. Stat. 11, No. 1, 2424-2460 (2017). MSC: 62H12 62E15 60E05 62H35 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{F. J. Caro-Lopera}, Electron. J. Stat. 11, No. 1, 2424--2460 (2017; Zbl 1365.62198) Full Text: DOI arXiv Euclid OpenURL
Pielaszkiewicz, Jolanta; von Rosen, Dietrich; Singull, Martin On \(\mathbb{E} \left[ \prod_{i=0}^k \operatorname{Tr}\{W^{m_i}\}\right]\), where \(W\sim \mathcal{W}_p(l,n)\). (English) Zbl 1360.15040 Commun. Stat., Theory Methods 46, No. 6, 2990-3005 (2017). MSC: 15B52 60B20 46L54 PDF BibTeX XML Cite \textit{J. Pielaszkiewicz} et al., Commun. Stat., Theory Methods 46, No. 6, 2990--3005 (2017; Zbl 1360.15040) Full Text: DOI OpenURL
Mays, Anthony; Ponsaing, Anita An induced real quaternion spherical ensemble of random matrices. (English) Zbl 1365.15045 Random Matrices Theory Appl. 6, No. 1, Article ID 1750001, 29 p. (2017). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 60B20 15B33 15A18 PDF BibTeX XML Cite \textit{A. Mays} and \textit{A. Ponsaing}, Random Matrices Theory Appl. 6, No. 1, Article ID 1750001, 29 p. (2017; Zbl 1365.15045) Full Text: DOI arXiv OpenURL
Bekker, Andriëtte; van Niekerk, Janet; Arashi, Mohammad Wishart distributions: advances in theory with Bayesian application. (English) Zbl 1359.62169 J. Multivariate Anal. 155, 272-283 (2017). MSC: 62H10 62E15 62F15 62H05 60E05 60B20 PDF BibTeX XML Cite \textit{A. Bekker} et al., J. Multivariate Anal. 155, 272--283 (2017; Zbl 1359.62169) Full Text: DOI Link OpenURL
Mejía, José; Zapata, Camilo; Botero, Alonso The difference between two random mixed quantum states: exact and asymptotic spectral analysis. (English) Zbl 1357.81049 J. Phys. A, Math. Theor. 50, No. 2, Article ID 025301, 31 p. (2017). MSC: 81P45 81P16 81P40 35P20 81P50 15B52 PDF BibTeX XML Cite \textit{J. Mejía} et al., J. Phys. A, Math. Theor. 50, No. 2, Article ID 025301, 31 p. (2017; Zbl 1357.81049) Full Text: DOI arXiv OpenURL
Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor On the non-commutative fractional Wishart process. (English) Zbl 1362.60040 J. Funct. Anal. 272, No. 1, 339-362 (2017). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60H10 60F17 60B20 PDF BibTeX XML Cite \textit{J. C. Pardo} et al., J. Funct. Anal. 272, No. 1, 339--362 (2017; Zbl 1362.60040) Full Text: DOI arXiv OpenURL
Stange, J.; Loginova, N.; Dickhaus, T. Computing and approximating multivariate chi-square probabilities. (English) Zbl 07184669 J. Stat. Comput. Simulation 86, No. 6, 1233-1247 (2016). MSC: 60E05 60E15 62E17 65D20 PDF BibTeX XML Cite \textit{J. Stange} et al., J. Stat. Comput. Simulation 86, No. 6, 1233--1247 (2016; Zbl 07184669) Full Text: DOI OpenURL
van Niekerk, Janet; Bekker, Andriette; Arashi, Mohammad; de Waal, Daan J. Estimation under the matrix variate elliptical model. (English) Zbl 1397.62118 S. Afr. Stat. J. 50, No. 1, 149-171 (2016). MSC: 62F15 62H12 62H10 PDF BibTeX XML Cite \textit{J. van Niekerk} et al., S. Afr. Stat. J. 50, No. 1, 149--171 (2016; Zbl 1397.62118) Full Text: Link OpenURL
Leorato, Samantha; Mezzetti, Maura Spatial panel data model with error dependence: a Bayesian separable covariance approach. (English) Zbl 1359.62189 Bayesian Anal. 11, No. 4, 1035-1069 (2016). MSC: 62H12 62F15 62M10 62H11 PDF BibTeX XML Cite \textit{S. Leorato} and \textit{M. Mezzetti}, Bayesian Anal. 11, No. 4, 1035--1069 (2016; Zbl 1359.62189) Full Text: DOI Euclid OpenURL
Halvorsen, Kjetil B.; Ayala, Victor; Fierro, Eduardo On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix. (English) Zbl 1357.60014 Int. J. Anal. 2016, Article ID 5967218, 5 p. (2016). MSC: 60B20 60E05 PDF BibTeX XML Cite \textit{K. B. Halvorsen} et al., Int. J. Anal. 2016, Article ID 5967218, 5 p. (2016; Zbl 1357.60014) Full Text: DOI OpenURL
Bodnar, Taras; Reiß, Markus Exact and asymptotic tests on a factor model in low and large dimensions with applications. (English) Zbl 1397.62209 J. Multivariate Anal. 150, 125-151 (2016). MSC: 62H25 91G70 62H15 62H10 62E15 62E20 60B20 62P20 PDF BibTeX XML Cite \textit{T. Bodnar} and \textit{M. Reiß}, J. Multivariate Anal. 150, 125--151 (2016; Zbl 1397.62209) Full Text: DOI arXiv OpenURL
Hachem, Walid; Hardy, Adrien; Najim, Jamal Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges. (English) Zbl 1346.15035 Ann. Probab. 44, No. 3, 2264-2348 (2016). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 15A18 60F15 60B20 PDF BibTeX XML Cite \textit{W. Hachem} et al., Ann. Probab. 44, No. 3, 2264--2348 (2016; Zbl 1346.15035) Full Text: DOI arXiv Euclid OpenURL
Dharmawansa, Prathapasinghe Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean. (English) Zbl 1382.60013 J. Multivariate Anal. 149, 30-53 (2016). MSC: 60B20 62H10 33C15 15B52 62E15 PDF BibTeX XML Cite \textit{P. Dharmawansa}, J. Multivariate Anal. 149, 30--53 (2016; Zbl 1382.60013) Full Text: DOI arXiv OpenURL
Hachem, Walid; Hardy, Adrien; Najim, Jamal Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge. (English) Zbl 1336.15016 Electron. J. Probab. 21, Paper No. 1, 36 p. (2016). MSC: 15B52 15A18 60F15 PDF BibTeX XML Cite \textit{W. Hachem} et al., Electron. J. Probab. 21, Paper No. 1, 36 p. (2016; Zbl 1336.15016) Full Text: DOI arXiv Euclid OpenURL
Deo, Rohit S. On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices. (English) Zbl 1336.62121 J. Multivariate Anal. 147, 265-272 (2016). MSC: 62H10 62H15 62E20 PDF BibTeX XML Cite \textit{R. S. Deo}, J. Multivariate Anal. 147, 265--272 (2016; Zbl 1336.62121) Full Text: DOI OpenURL
Chételat, Didier; Wells, Martin T. Improved second order estimation in the singular multivariate normal model. (English) Zbl 1335.62027 J. Multivariate Anal. 147, 1-19 (2016). MSC: 62C15 62F10 62H12 PDF BibTeX XML Cite \textit{D. Chételat} and \textit{M. T. Wells}, J. Multivariate Anal. 147, 1--19 (2016; Zbl 1335.62027) Full Text: DOI arXiv OpenURL
Dumitriu, Ioana; Johnson, Tobias The Marčenko-Pastur law for sparse random bipartite biregular graphs. (English) Zbl 1332.05126 Random Struct. Algorithms 48, No. 2, 313-340 (2016). MSC: 05C80 05C42 05C50 15B52 PDF BibTeX XML Cite \textit{I. Dumitriu} and \textit{T. Johnson}, Random Struct. Algorithms 48, No. 2, 313--340 (2016; Zbl 1332.05126) Full Text: DOI arXiv OpenURL
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof Singular inverse Wishart distribution and its application to portfolio theory. (English) Zbl 1328.62313 J. Multivariate Anal. 143, 314-326 (2016). MSC: 62H10 62H12 91G10 PDF BibTeX XML Cite \textit{T. Bodnar} et al., J. Multivariate Anal. 143, 314--326 (2016; Zbl 1328.62313) Full Text: DOI OpenURL
Di Nardo, E. On photon statistics parametrized by a non-central Wishart random matrix. (English) Zbl 1333.62144 J. Stat. Plann. Inference 169, 1-12 (2016). MSC: 62H10 62H05 60B20 60C05 PDF BibTeX XML Cite \textit{E. Di Nardo}, J. Stat. Plann. Inference 169, 1--12 (2016; Zbl 1333.62144) Full Text: DOI arXiv OpenURL
Asai, Manabu; So, Mike K. P. Long memory and asymmetry for matrix-exponential dynamic correlation processes. (English) Zbl 1499.62296 J. Time Ser. Econom. 7, No. 1, 69-94 (2015). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{M. Asai} and \textit{M. K. P. So}, J. Time Ser. Econom. 7, No. 1, 69--94 (2015; Zbl 1499.62296) Full Text: DOI Link OpenURL
Ghorbel, M.; Ben Farah, M. Dirichlet partition on symmetric matrices. (English) Zbl 1342.15030 Indian J. Pure Appl. Math. 46, No. 1, 73-83 (2015). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 60B20 44A10 60E05 PDF BibTeX XML Cite \textit{M. Ghorbel} and \textit{M. Ben Farah}, Indian J. Pure Appl. Math. 46, No. 1, 73--83 (2015; Zbl 1342.15030) Full Text: DOI OpenURL
van Niekerk, J.; Bekker, A.; Arashi, M.; Roux, J. J. J. Subjective Bayesian analysis of the elliptical model. (English) Zbl 1328.62320 Commun. Stat., Theory Methods 44, No. 17, 3738-3753 (2015). MSC: 62H10 62E15 PDF BibTeX XML Cite \textit{J. van Niekerk} et al., Commun. Stat., Theory Methods 44, No. 17, 3738--3753 (2015; Zbl 1328.62320) Full Text: DOI OpenURL
Xu, Kai; He, Dao Jiang The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior. (English) Zbl 1327.62042 Acta Math. Sin., Engl. Ser. 31, No. 6, 1003-1014 (2015). MSC: 62C10 62F15 PDF BibTeX XML Cite \textit{K. Xu} and \textit{D. J. He}, Acta Math. Sin., Engl. Ser. 31, No. 6, 1003--1014 (2015; Zbl 1327.62042) Full Text: DOI OpenURL
Movassagh, Ramis; Edelman, Alan Condition numbers of indefinite rank 2 ghost Wishart matrices. (English) Zbl 1321.15058 Linear Algebra Appl. 483, 342-351 (2015). MSC: 15B52 15A12 65F35 15A18 PDF BibTeX XML Cite \textit{R. Movassagh} and \textit{A. Edelman}, Linear Algebra Appl. 483, 342--351 (2015; Zbl 1321.15058) Full Text: DOI arXiv OpenURL
Larsson, Martin Matrix-valued Bessel processes. (English) Zbl 1335.60147 Electron. J. Probab. 20, Paper No. 60, 29 p. (2015). MSC: 60J60 60J35 60J45 31C25 PDF BibTeX XML Cite \textit{M. Larsson}, Electron. J. Probab. 20, Paper No. 60, 29 p. (2015; Zbl 1335.60147) Full Text: DOI arXiv OpenURL
Shaarawy, Samir M.; Ali, Sherif S. Bayesian identification of seasonal multivariate autoregressive processes. (English) Zbl 1346.37063 Commun. Stat., Theory Methods 44, No. 4, 823-836 (2015). MSC: 37M10 62F15 PDF BibTeX XML Cite \textit{S. M. Shaarawy} and \textit{S. S. Ali}, Commun. Stat., Theory Methods 44, No. 4, 823--836 (2015; Zbl 1346.37063) Full Text: DOI OpenURL
Arashi, M.; Bekker, A.; Loots, M. T.; Roux, J. J. J. Integral representation of quaternion elliptical density and its applications. (English) Zbl 1328.60032 Commun. Stat., Theory Methods 44, No. 4, 778-789 (2015). MSC: 60E05 62E15 62H10 PDF BibTeX XML Cite \textit{M. Arashi} et al., Commun. Stat., Theory Methods 44, No. 4, 778--789 (2015; Zbl 1328.60032) Full Text: DOI Link OpenURL
Passemier, Damien; McKay, Matthew R.; Chen, Yang Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models. (English) Zbl 1317.33003 J. Multivariate Anal. 139, 124-146 (2015). MSC: 33C20 60B20 62H10 15B48 15B57 PDF BibTeX XML Cite \textit{D. Passemier} et al., J. Multivariate Anal. 139, 124--146 (2015; Zbl 1317.33003) Full Text: DOI arXiv OpenURL
Waltner, Daniel; Wirtz, Tim; Guhr, Thomas Eigenvalue density of the doubly correlated Wishart model: exact results. (English) Zbl 1315.65040 J. Phys. A, Math. Theor. 48, No. 17, Article ID 175204, 18 p. (2015). MSC: 65F15 15B52 60B20 62-07 81Q60 PDF BibTeX XML Cite \textit{D. Waltner} et al., J. Phys. A, Math. Theor. 48, No. 17, Article ID 175204, 18 p. (2015; Zbl 1315.65040) Full Text: DOI arXiv OpenURL
Zougab, Nabil; Adjabi, Smail; Kokonendji, Célestin C. Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation. (English) Zbl 06983942 Comput. Stat. Data Anal. 75, 28-38 (2014). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Zougab} et al., Comput. Stat. Data Anal. 75, 28--38 (2014; Zbl 06983942) Full Text: DOI OpenURL
Elhassanein, A. On the theory of continuous time series. (English) Zbl 1308.62169 Indian J. Pure Appl. Math. 45, No. 3, 297-310 (2014). MSC: 62M10 62M15 62G07 62E20 PDF BibTeX XML Cite \textit{A. Elhassanein}, Indian J. Pure Appl. Math. 45, No. 3, 297--310 (2014; Zbl 1308.62169) Full Text: DOI OpenURL
Zaporozhets, D.; Kabluchko, Z. Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields. (English. Russian original) Zbl 1339.60038 J. Math. Sci., New York 199, No. 2, 168-173 (2014); translation from Zap. Nauchn. Semin. POMI 408, 187-196 (2012). MSC: 60G15 60G60 60B20 60D05 PDF BibTeX XML Cite \textit{D. Zaporozhets} and \textit{Z. Kabluchko}, J. Math. Sci., New York 199, No. 2, 168--173 (2014; Zbl 1339.60038); translation from Zap. Nauchn. Semin. POMI 408, 187--196 (2012) Full Text: DOI arXiv OpenURL
Xu, Kai; He, Daojiang; Xu, Xingzhong Superiority of empirical Bayes estimators in multivariate linear models with respect to normal-inverse Wishart priors. (Chinese. English summary) Zbl 1313.62082 Chin. Ann. Math., Ser. A 35, No. 3, 267-284 (2014). MSC: 62H12 62C12 62F15 PDF BibTeX XML Cite \textit{K. Xu} et al., Chin. Ann. Math., Ser. A 35, No. 3, 267--284 (2014; Zbl 1313.62082) OpenURL
Arashi, M.; Iranmanesh, Anis; Norouzirad, M.; Jenatabadi, Hashem Salarzadeh Bayesian analysis in multivariate regression models with conjugate priors. (English) Zbl 1304.62048 Statistics 48, No. 6, 1324-1334 (2014). MSC: 62F15 62H05 PDF BibTeX XML Cite \textit{M. Arashi} et al., Statistics 48, No. 6, 1324--1334 (2014; Zbl 1304.62048) Full Text: DOI OpenURL