تحلیل آماری چند بعدی و نظریه ماتریس های تصادفی: مجموعه مقالات ششمین سمپوزیوم یوجین لوکاس، بولینگ گرین، اوهایو، ایالات متحده، ۲۹-۳۰ مارس ۱۹۹۶ ۲۰۱۹
Multidimensional Statistical Analysis and Theory of Random Matrices: Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, Ohio, USA, 29–30 March 1996 2019

1. PREFACE

2. Welcoming remarks

3. Principal Procedures for Statistical Analysis of Random Arrays (SARA)

4. CONTENTS

5. Some remarks and a bibliography on the Kantorovich inequality

6. Band random matrices and quantum chaos

7. Weighted continuous metric scaling

8. Canonical equation for the resolvent of empirical covariance matrices pencil

9. Strong Law for the eigenvalues of empirical covariance matrices

10. On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities

11. Multivariate statistical inference involving circulant matrices: A review

12. Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices

13. Formal density expansions via multivariate mixtures

14. Double shrinkage estimators of ratio of variances

15. On sequential search for significant variables of unknown function

16. Heirarchical random matrices and operators. Application to Anderson model

17. Asymptotic properties of invariant tests

18. New classes of probability inequalities for some classical distributions

19. Equivariant estimation of a subspace

20. Optimal design of experiments for multivariate response in two-factor linear models

21. Multivariate analysis: Does it really work in statistical applications?

22. Robust estimation and testing the mean vector

23. Detection of outliers in the presence of multicollinearity

24. Estimation in multivariate elliptically contoured linear models II

25. Mean and covariance structure analysis with missing data

26. Multivariate elliptically contoured linear models and some aspects of the theory of random matrices