دانلود مقالات ISI درباره 62H10 + ترجمه فارسی

Singular inverse Wishart distribution and its application to portfolio theory

Keywords: 62H10; 62H12; 91G10Singular Wishart distribution; Mean–variance portfolio; Sample estimate of precision matrix; Moore–Penrose inverse

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean

Keywords: 60B20; 62H10; 33C15Demmel condition number; Eigenvalues; Hypergeometric function of two matrix arguments; Non-central Wishart distribution; Random matrix

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2016 سفارش ترجمه

On the construction of nested Archimedean copulas for d-monotone generators

Keywords: 60E05; 60K10; 62H10; Generator derivatives; Likelihood-based inference; Nested Archimedean copula; d-monotone; Williamson d-transforms;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

A Bayesian analysis of normalized VAR models

Keywords: 62H10; 62H12Bayesian analysis; Identified VAR; MCMC; Impulse response; Business cycles

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2014 سفارش ترجمه

On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

Keywords: 62H10; 62H12; 62G05; 62G20Independent component analysis; Asymptotic normality; Complex valued data

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

A necessary test for complete independence in high dimensions using rank-correlations

Keywords: 62H10; 62H15Asymptotic normality; Complete independence; High-dimensional problem; Necessary tests; Spearman’s rank-correlation

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector

Keywords: 62H10; 60E05Wishart distribution; Multivariate normal distribution; Stochastic representation; Integral approximation

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model

Keywords: 62D99; 62F12; 62H10; 62J05; 62M20Conditional MSE; Empirical best (or Bayes) estimators; Weighted estimators

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Likelihood ratio tests for positivity in polynomial regressions

Keywords: Primary; 62H10; 62H15; secondary; 53C65; Chi-bar square distribution; Cone of positive polynomials; Moment cone; Symmetric cone programming; Tchebycheff system; Volume-of-tubes method;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Asymptotic properties of canonical correlation analysis for one group with additional observations

Keywords: 62H20; 62H10; Canonical correlation; Canonical vector; Monotone incomplete data; Missing value; Asymptotic expansion of the distribution; Perturbation method;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

On the distribution of posterior probabilities in finite mixture models with application in clustering

Keywords: 62H10; Model-based clustering; Multivariate Gaussian mixtures; Delta method; Distribution of posterior probabilities; Entropy; BIC; ICL;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates

Keywords: 62G20; 62H10; 62H12; 62H15Conditional logistic regression; Empirical likelihood; Matched case-control design; Missing covariates; Weighted conditional likelihood

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

The distribution of the product of powers of independent uniform random variables — A simple but useful tool to address and better understand the structure of some distributions

Keywords: 62E15; 62E10; 62H05; 62H10; 62H15Product of independent Beta random variables; Generalized Integer Gamma distribution; Exponentiated Generalized Integer Gamma distribution; Wilks Lambda statistic; Equality of mean vectors; Testing circularity; Testing equ

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

On the approximation of copulas via shuffles of Min

Keywords: 62H10; 62E20; 37A05Copula; Markov operator; Shuffle of Min

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

Likelihood inference in small area estimation by combining time-series and cross-sectional data

Keywords: 62D99; 62F12; 62H10; 62M10; 62M20Autocorrelated errors; Bayesian computation; Hierarchical model; Prediction interval and exponential family; Random effect

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Small area estimation using survey weights under a nested error linear regression model with structural measurement error

Keywords: 62D99; 62F12; 62F40; 62H10; 62J05; Bayes risk; Bootstrap method; Design consistency; Mean squared prediction error; Measurement error; Nested error regression model;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Asymptotic theory for the test for multivariate normality by Cox and Small

Keywords: 60H15; 62H10; 60G15Multivariate normal distribution; Goodness-of-fit test; Multiparameter processes; Multivariate processes; Banach-valued processes; Covariance matrix kernel; Gaussian processes in Banach spaces; Monte Carlo simulation

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors

Keywords: 62H10; 62H11; 62J05; 62J20Left-spherical elliptical distribution; Residual diagnostics; General linear hypothesis

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Distribution of the product of determinants of noncentral bimatrix beta variates

Keywords: primary; 62H10; secondary; 62E15; Bimatrix variate beta distributions; Cumulative distribution function; Fox's H-function; Meijer's G-function; Mellin transforms; Product of beta determinants; Test statistics; Wilks' statistic;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix

Keywords: 62H10; 62H15; 62E20; 62H25Ratio of largest eigenvalue to trace; Principal components analysis; Wishart matrices; Tracy–Widom distribution

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Exact nonnull distribution of Wilks’ statistic: The ratio and product of independent components

Keywords: 62H10; 62H15Invariant polynomials; Meijer’s GG-function; Noncentral matrix variate beta type I distribution; Product; Ratio; Wilks’ statistic; Zonal polynomial

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Dimension estimation in sufficient dimension reduction: A unifying approach

Keywords: 62B05; 62H12; 62H15; 62H10; 62J99; 62G99Random matrix; Chi-square and weighted chi-square tests; Dimension reduction; SIR; SAVE

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Keywords: 62H15; 62H10

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

A novel trace test for the mean parameters in a multivariate growth curve model

Keywords: 62H10; 62H15; 62J10; 62E15; 62E17Estimated likelihood; Growth curve model; Lawley–Hotelling trace test; Restricted likelihood; Satterthwaite approximation; Sums of weighted chi-squares

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices

Keywords: 60B20; 62H10; 33C15Non-central Wishart matrix; Eigenvalue distribution; Hypergeometric function

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2011 سفارش ترجمه

Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions

Keywords: primary; 62H10; secondary; 62E15; Matricvariate; Matrix variate; Scale mixture; Compound distribution; Elliptical distribution; Wishart-elliptical distribution I and II; Inverse-Wishart-elliptical distribution I and II;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

On the distributions of multivariate sample skewness

Keywords: Asymptotic distribution; Multivariate normal distribution; Approximate χ2χ2 test statistic62E20; 62H10; 65C05

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Characteristics of multivariate distributions and the invariant coordinate system

Keywords: 62H10; 62H12; 62G05; 62G20; 62F12Asymptotic normality; Independent component analysis; Invariant coordinate selection; Multivariate kurtosis; Multivariate skewness

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Near-exact distributions for the independence and sphericity likelihood ratio test statistics

Keywords: 62E20; 62H05; 62H10; 62H15Wilks lambda statistic; Independence test; Sphericity test; Generalized Near-Integer Gamma distribution; Mixtures

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

SVM-like decision theoretical classification of high-dimensional vectors

Keywords: primary; 62H30; secondary; 62H10; Support vector machine; Decision theoretical approach; Posterior probabilities;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Likelihood ratio tests of correlated multivariate samples

Keywords: 62F03; 62G10; 62H10; 62E20Correlated samples; Empirical rejection probability; Equality of mean vectors; Homogeneity of covariance matrices; Multivariate analysis; Resampling

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

Keywords: 62H05; 62H10; 62E15Elliptical distribution; Unified skew-elliptical distribution; Order statistics; Mixture distribution; Linear combination; Unified skew-normal distribution; Unified skew-t distribution

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

A new test for sphericity of the covariance matrix for high dimensional data

Keywords: 62H10; 62H15Covariance matrix; Hypothesis testing; High-dimensional data analysis

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Sharp estimates for the CDF of quadratic forms of MPE random vectors

Keywords: 62H10; 91B70; 91G70; 60E20; 60E05; 91B30; Quadratic form; Non-Gaussian; Stationary phase; Asymptotic analysis; Multivariate analysis; Random vector;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

The Stein phenomenon for monotone incomplete multivariate normal data

Keywords: primary; 62C15; 62H10; secondary; 60D10; 62E15; Cauchy's interlacing theorem; Empirical Bayes estimation; James-Stein estimator; Missing completely at random; Positive-part estimator; Shrinkage estimator; Squared-error loss function; Wishart distribut

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2010 سفارش ترجمه

A generalization of the multivariate slash distribution

Keywords: 60E05; 62H10; 62H05Kotz-type distribution; Slash distribution; Stochastic representation; Heavy-tailed distribution; Robustness

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Sphericity test in a GMANOVA–MANOVA model with normal error

Keywords: 62E15; 62E20; 62H10; 62H15GMANOVA–MANOVA model; Sphericity test; Null distribution; Meijer’s Gp,pp,0 function; Asymptotic distribution; Bartlett type correction

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions

Keywords: primary; 62H10; secondary; 62E20;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

On multiplicative seasonal modelling for vector time series

Keywords: Primary; 62M10; secondary; 62H10;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Partitioning k multivariate normal populations according to equivalence with respect to a standard vector

Keywords: primary 62F07; secondary 62F03; 62H10; Correct decision; Optimal procedure; Stochastically increasing; Sample size determination;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Maximum likelihood estimation for multivariate skew normal mixture models

Keywords: 62F10; 62H10; 62H12EM algorithm; Multivariate truncated normal distributions; Skew normal mixtures; Stochastic representation

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Analysis of multivariate skew normal models with incomplete data

Keywords: 62F10; 62F15; 62H10; 62H12ECM algorithm; Gibbs sampler; MSN model; Multiple imputation; Multivariate truncated normal; Posterior distributions

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Measuring the coupled risks: A copula-based CVaR model

Keywords: 62H10; 62H12; 91B28; 91B30Coupled risks; Conditional Value-at-Risk; Copula; Numerical simulation; Chinese security market

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

A test for the mean vector with fewer observations than the dimension under non-normality

Keywords: 62H10; 62H15; Asymptotic null and non-null distribution; Fewer observations; High dimension; Non-normality; Testing mean vector;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Testing the equality of error distributions from kk independent GARCH models

Keywords: 62E20; 62G20; 62H10; 62H12GARCH model; Residuals; Empirical process; Linear test statistics; Asymptotic normality; Bootstrap; Wilcoxon test; Van der Waerden test; Empirical size; Power

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

Order statistics from trivariate normal and tν-distributions in terms of generalized skew-normal and skew-tν distributions

Keywords: 62H05; 62H10; 62E10; 62E15; Order statistics; Multivariate tν-distribution; Unified multivariate skew-normal distribution; Unified multivariate skew-elliptical distribution; Generalized skew-normal distribution; Orthant probabilities; Moment generating f

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

A note on Srivastava and Hui’s tests of multivariate normality

Keywords: 62H10; 62H15Multivariate normality; Srivastava and Hui’s tests

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

An alternative multivariate skew-slash distribution

Keywords: 60E05; 62H10

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2008 سفارش ترجمه

Waiting time distributions for a run with additional constraints

Keywords: 62E15; 62H10; Run; Waiting time; Generalized probability generating function; Conditional expectation; Discrete distribution theory; Start-up demonstration tests;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Multivariate stress–strength reliability model and its evaluation for coherent structures

Keywords: 62H10; 62P30Coherent structures; Conditionally ordered order statistics; Consecutive kk-out-of-nn system; Stress–strength reliability

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه