Mean value test for three-level multivariate observations with doubly exchangeable covariance structure

Autor: Žežula, Ivan, Klein, Daniel, Roy, Anuradha, Holgersson, Thomas, Singull, Martin

Publikováno v: Recent Developments in Multivariate and Random Matrix Analysis: Festschrift in Honour of Dietrich von Rosen, 335-349
STARTPAGE=335;ENDPAGE=349;TITLE=Recent Developments in Multivariate and Random Matrix Analysis

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::69f7b025383537941c87154a57f9694b
https://research.rug.nl/en/publications/8591f3aa-e4e0-417d-b4b5-ff71a1ea3073

Mixtures of traces of Wishart and inverse Wishart matrices.

Autor: Pielaszkiewicz, Jolanta^1,2 (AUTHOR), Holgersson, Thomas¹ (AUTHOR)

Publikováno v: Communications in Statistics: Theory & Methods. 2021, Vol. 50 Issue 21, p5084-5100. 17p.

A simple multivariate test for asymmetry

Autor: Bjellerup, Mårten, Holgersson, Thomas

Publikováno v: Applied Economics, 41, 11, 1405-1416

Since many macroeconomic models are linear, it is not desirable to use them with an asymmetric dependent variable. In this paper we formulate a univariate test for symmetry, based on the third central moment, and extend it to a multivariate test; the

Externí odkaz: http://www.ssoar.info/ssoar/handle/document/23995

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High-dimensional CLTs for individual Mahalanobis distances

Autor: Holgersson, Thomas, Dai, Deliang

In this paper we derive central limit theorems for two different types of Mahalanobis distances in situations where the dimension of the parent variable increases proportionally with the sample size. It is shown that although the two estimators are c

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::833133d782c63994bd90f7c9ff8d181e
https://static.sys.kth.se/itm/wp/cesis/cesiswp361.pdf