Holgersson T., Singull M. (eds.) Recent Developments in Multivariate and Random Matrix Analysis: Festschrift in Honour of Dietrich von Rosen

Springer, 2020. — 377 p. — ISBN: 978-3-030-56773-6.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.Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices
Testing for Double Complete Symmetry
Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard
Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models
Growth Curve Model with Orthogonal Covariance Structure
Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One
Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data
Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations
A Collection of Moments of the Wishart Distribution
Risk and Bias in Portfolio Optimization
Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit
Covariance Structure Tests for t-distribution
Variable Selection in Joint Mean and Covariance Models
On Shrinkage Estimators and “Effective Degrees of Freedom”
On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure
Space Decomposition and Estimation in Multivariate Linear Models
Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis
Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures
Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure
Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions