Recent Developments in Multivariate and Random Matrix Analysis: Festschrift in Honour of Dietrich von Rosen

Front Matter ....Pages i-xiii
 Spectral Analysis of Large Reflexive Generalized Inverse and Moore-Penrose Inverse Matrices  (Taras Bodnar, Nestor Parolya)....Pages 1-16
 Testing for Double Complete Symmetry  (Carlos A. Coelho, Martin Singull)....Pages 17-39
 Convexity of Sets Under Normal Distribution in the Structural Alloy Steel Standard  (Kai-Tai Fang, Zhen Luo, Yung Liang Tong)....Pages 41-49
 Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models  (Katarzyna Filipiak, Mateusz John, Augustyn Markiewicz)....Pages 51-66
 Growth Curve Model with Orthogonal Covariance Structure  (Miguel Fonseca, Martin Singull)....Pages 67-81
 Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One  (Yuta Fukasawa, Akimichi Takemura)....Pages 83-101
 Some Tests for the Extended Growth Curve Model and Applications in the Analysis of Clustered Longitudinal Data  (Jemila S. Hamid, Sayantee Jana)....Pages 103-122
 Properties of BLUEs and BLUPs in Full vs. Small Linear Models with New Observations  (Stephen J. Haslett, Augustyn Markiewicz, Simo Puntanen)....Pages 123-146
 A Collection of Moments of the Wishart Distribution  (Thomas Holgersson, Jolanta Pielaszkiewicz)....Pages 147-162
 Risk and Bias in Portfolio Optimization  (Thomas Holgersson, Martin Singull)....Pages 163-173
 Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit  (Björn Holmquist, Anna Sjöström, Sultana Nasrin)....Pages 175-198
 Covariance Structure Tests for t-distribution  (Tõnu Kollo, Marju Valge)....Pages 199-217
 Variable Selection in Joint Mean and Covariance Models  (Chaofeng Kou, Jianxin Pan)....Pages 219-244
 On Shrinkage Estimators and “Effective Degrees of Freedom”  (Lynn R. LaMotte, Julia Volaufova, Simo Puntanen)....Pages 245-254
 On Explicit Estimation of the Growth Curve Model with a Block Circular Covariance Structure  (Yuli Liang, Deliang Dai)....Pages 255-266
 Space Decomposition and Estimation in Multivariate Linear Models  (Joseph Nzabanita, Innocent Ngaruye)....Pages 267-286
 Detection of Sparse and Weak Effects in High-Dimensional Feature Space, with an Application to Microbiome Data Analysis  (Tatjana Pavlenko, Annika Tillander, Justine Debelius, Fredrik Boulund)....Pages 287-311
 Exploring Consistencies of Information Criterion and Test-Based Criterion for High-Dimensional Multivariate Regression Models Under Three Covariance Structures  (Tetsuro Sakurai, Yasunori Fujikoshi)....Pages 313-334
 Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure  (Ivan Žežula, Daniel Klein, Anuradha Roy)....Pages 335-349
 Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions  (Dan Zhuang, S. Ejaz Ahmed, Shuangzhe Liu, Tiefeng Ma)....Pages 351-373