Cuprins
Frontmatter – PREFACE – Welcoming remarks – Principal Procedures for Statistical Analysis of Random Arrays (SARA) – CONTENTS – Some remarks and a bibliography on the Kantorovich inequality – Band random matrices and quantum chaos – Weighted continuous metric scaling – Canonical equation for the resolvent of empirical covariance matrices pencil – Strong Law for the eigenvalues of empirical covariance matrices – On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities – Multivariate statistical inference involving circulant matrices: A review – Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices – Formal density expansions via multivariate mixtures – Double shrinkage estimators of ratio of variances – On sequential search for significant variables of unknown function – Heirarchical random matrices and operators. Application to Anderson model – Asymptotic properties of invariant tests – New classes of probability inequalities for some classical distributions – Equivariant estimation of a subspace – Optimal design of experiments for multivariate response in two-factor linear models – Multivariate analysis: Does it really work in statistical applications? – Robust estimation and testing the mean vector – Detection of outliers in the presence of multicollinearity – Estimation in multivariate elliptically contoured linear models II – Mean and covariance structure analysis with missing data – Multivariate elliptically contoured linear models and some aspects of the theory of random matrices
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