Topic
Multivariate t-distribution
About: Multivariate t-distribution is a research topic. Over the lifetime, 1388 publications have been published within this topic receiving 86130 citations.
Papers published on a yearly basis
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Papers
Book•
1 Jan 1982
TL;DR: In this article, the authors present an overview of the basic concepts of multivariate analysis, including matrix algebra and random vectors, as well as a strategy for analyzing multivariate models.
Abstract: (NOTE: Each chapter begins with an Introduction, and concludes with Exercises and References.) I. GETTING STARTED. 1. Aspects of Multivariate Analysis. Applications of Multivariate Techniques. The Organization of Data. Data Displays and Pictorial Representations. Distance. Final Comments. 2. Matrix Algebra and Random Vectors. Some Basics of Matrix and Vector Algebra. Positive Definite Matrices. A Square-Root Matrix. Random Vectors and Matrices. Mean Vectors and Covariance Matrices. Matrix Inequalities and Maximization. Supplement 2A Vectors and Matrices: Basic Concepts. 3. Sample Geometry and Random Sampling. The Geometry of the Sample. Random Samples and the Expected Values of the Sample Mean and Covariance Matrix. Generalized Variance. Sample Mean, Covariance, and Correlation as Matrix Operations. Sample Values of Linear Combinations of Variables. 4. The Multivariate Normal Distribution. The Multivariate Normal Density and Its Properties. Sampling from a Multivariate Normal Distribution and Maximum Likelihood Estimation. The Sampling Distribution of 'X and S. Large-Sample Behavior of 'X and S. Assessing the Assumption of Normality. Detecting Outliners and Data Cleaning. Transformations to Near Normality. II. INFERENCES ABOUT MULTIVARIATE MEANS AND LINEAR MODELS. 5. Inferences About a Mean Vector. The Plausibility of ...m0 as a Value for a Normal Population Mean. Hotelling's T 2 and Likelihood Ratio Tests. Confidence Regions and Simultaneous Comparisons of Component Means. Large Sample Inferences about a Population Mean Vector. Multivariate Quality Control Charts. Inferences about Mean Vectors When Some Observations Are Missing. Difficulties Due To Time Dependence in Multivariate Observations. Supplement 5A Simultaneous Confidence Intervals and Ellipses as Shadows of the p-Dimensional Ellipsoids. 6. Comparisons of Several Multivariate Means. Paired Comparisons and a Repeated Measures Design. Comparing Mean Vectors from Two Populations. Comparison of Several Multivariate Population Means (One-Way MANOVA). Simultaneous Confidence Intervals for Treatment Effects. Two-Way Multivariate Analysis of Variance. Profile Analysis. Repealed Measures, Designs, and Growth Curves. Perspectives and a Strategy for Analyzing Multivariate Models. 7. Multivariate Linear Regression Models. The Classical Linear Regression Model. Least Squares Estimation. Inferences About the Regression Model. Inferences from the Estimated Regression Function. Model Checking and Other Aspects of Regression. Multivariate Multiple Regression. The Concept of Linear Regression. Comparing the Two Formulations of the Regression Model. Multiple Regression Models with Time Dependant Errors. Supplement 7A The Distribution of the Likelihood Ratio for the Multivariate Regression Model. III. ANALYSIS OF A COVARIANCE STRUCTURE. 8. Principal Components. Population Principal Components. Summarizing Sample Variation by Principal Components. Graphing the Principal Components. Large-Sample Inferences. Monitoring Quality with Principal Components. Supplement 8A The Geometry of the Sample Principal Component Approximation. 9. Factor Analysis and Inference for Structured Covariance Matrices. The Orthogonal Factor Model. Methods of Estimation. Factor Rotation. Factor Scores. Perspectives and a Strategy for Factor Analysis. Structural Equation Models. Supplement 9A Some Computational Details for Maximum Likelihood Estimation. 10. Canonical Correlation Analysis Canonical Variates and Canonical Correlations. Interpreting the Population Canonical Variables. The Sample Canonical Variates and Sample Canonical Correlations. Additional Sample Descriptive Measures. Large Sample Inferences. IV. CLASSIFICATION AND GROUPING TECHNIQUES. 11. Discrimination and Classification. Separation and Classification for Two Populations. Classifications with Two Multivariate Normal Populations. Evaluating Classification Functions. Fisher's Discriminant Function...nSeparation of Populations. Classification with Several Populations. Fisher's Method for Discriminating among Several Populations. Final Comments. 12. Clustering, Distance Methods and Ordination. Similarity Measures. Hierarchical Clustering Methods. Nonhierarchical Clustering Methods. Multidimensional Scaling. Correspondence Analysis. Biplots for Viewing Sample Units and Variables. Procustes Analysis: A Method for Comparing Configurations. Appendix. Standard Normal Probabilities. Student's t-Distribution Percentage Points. ...c2 Distribution Percentage Points. F-Distribution Percentage Points. F-Distribution Percentage Points (...a = .10). F-Distribution Percentage Points (...a = .05). F-Distribution Percentage Points (...a = .01). Data Index. Subject Index.
12,638 citations
Book•
14 Sep 1984
TL;DR: In this article, the distribution of the Mean Vector and the Covariance Matrix and the Generalized T2-Statistic is analyzed. But the distribution is not shown to be independent of sets of Variates.
Abstract: Preface to the Third Edition.Preface to the Second Edition.Preface to the First Edition.1. Introduction.2. The Multivariate Normal Distribution.3. Estimation of the Mean Vector and the Covariance Matrix.4. The Distributions and Uses of Sample Correlation Coefficients.5. The Generalized T2-Statistic.6. Classification of Observations.7. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance.8. Testing the General Linear Hypothesis: Multivariate Analysis of Variance9. Testing Independence of Sets of Variates.10. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices.11. Principal Components.12. Cononical Correlations and Cononical Variables.13. The Distributions of Characteristic Roots and Vectors.14. Factor Analysis.15. Pattern of Dependence Graphical Models.Appendix A: Matrix Theory.Appendix B: Tables.References.Index.
9,772 citations
Book•
1 Jan 1982
TL;DR: In this paper, the authors present a set of standard tests on Covariance Matrices and Mean Vectors, and test independence between k Sets of Variables and Canonical Correlation Analysis.
Abstract: Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate BETA Distributions. 4. Some Results Concerning Decision-Theoretic Estimation of the Parameters of a Multivariate Normal Distribution. 5. Correlation Coefficients. 6. Invariant Tests and Some Applications. 7. Zonal Polynomials and Some Functions of Matrix Argument. 8. Some Standard Tests on Covariance Matrices and Mean Vectors. 9. Principal Components and Related Topics. 10. The Multivariate Linear Model. 11. Testing Independence Between k Sets of Variables and Canonical Correlation Analysis. Appendix: Some Matrix Theory. Bibliography. Index.
4,624 citations
Book•
1 Jan 1977
TL;DR: In this paper, the authors present a review of basic probability theory and its application in statistical models, goals, and performance criteria, as well as several non-decision theoretic criteria.
Abstract: (NOTE: Each chapter concludes with Problems and Complements, Notes, and References.) 1. Statistical Models, Goals, and Performance Criteria. Data, Models, Parameters, and Statistics. Bayesian Models. The Decision Theoretic Framework. Prediction. Sufficiency. Exponential Families. 2. Methods of Estimation. Basic Heuristics of Estimation. Minimum Contrast Estimates and Estimating Equations. Maximum Likelihood in Multiparameter Exponential Families. Algorithmic Issues. 3. Measures of Performance. Introduction. Bayes Procedures. Minimax Procedures. Unbiased Estimation and Risk Inequalities. Nondecision Theoretic Criteria. 4. Testing and Confidence Regions. Introduction. Choosing a Test Statistic: The Neyman-Pearson Lemma. Uniformly Most Powerful Tests and Monotone Likelihood Ratio Models. Confidence Bounds, Intervals and Regions. The Duality between Confidence Regions and Tests. Uniformly Most Accurate Confidence Bounds. Frequentist and Bayesian Formulations. Prediction Intervals. Likelihood Ratio Procedures. 5. Asymptotic Approximations. Introduction: The Meaning and Uses of Asymptotics. Consistency. First- and Higher-Order Asymptotics: The Delta Method with Applications. Asymptotic Theory in One Dimension. Asymptotic Behavior and Optimality of the Posterior Distribution. 6. Inference in the Multiparameter Case. Inference for Gaussian Linear Models. Asymptotic Estimation Theory in p Dimensions. Large Sample Tests and Confidence Regions. Large Sample Methods for Discrete Data. Generalized Linear Models. Robustness Properties and Semiparametric Models. Appendix A: A Review of Basic Probability Theory. The Basic Model. Elementary Properties of Probability Models. Discrete Probability Models. Conditional Probability and Independence. Compound Experiments. Bernoulli and Multinomial Trials, Sampling with and without Replacement. Probabilities on Euclidean Space. Random Variables and Vectors: Transformations. Independence of Random Variables and Vectors. The Expectation of a Random Variable. Moments. Moment and Cumulant Generating Functions. Some Classical Discrete and Continuous Distributions. Modes of Convergence of Random Variables and Limit Theorems. Further Limit Theorems and Inequalities. Poisson Process. Appendix B: Additional Topics in Probability and Analysis. Conditioning by a Random Variable or Vector. Distribution Theory for Transformations of Random Vectors. Distribution Theory for Samples from a Normal Population. The Bivariate Normal Distribution. Moments of Random Vectors and Matrices. The Multivariate Normal Distribution. Convergence for Random Vectors: Op and Op Notation. Multivariate Calculus. Convexity and Inequalities. Topics in Matrix Theory and Elementary Hilbert Space Theory. Appendix C: Tables. The Standard Normal Distribution. Auxiliary Table of the Standard Normal Distribution. t Distribution Critical Values. X 2 Distribution Critical Values. F Distribution Critical Values. Index.
2,032 citations
Book•
1 Jan 1980
TL;DR: In this article, the multivariate normal distribution is used for principal component analysis and multivariate analysis of covariance and related topics, as well as multi-dimensional scaling and cluster analysis.
Abstract: Part One. Multivariate distributions. Preliminary data analysis. Part Two: Finding new underlying variables. Principal component analysis. Factor analysis. Part Three: Procedures based on the multivariate normal distribution. The multivariate normal distribution. Procedures based on normal distribution theory. The multivariate analysis of variance. The multivariate analysis of covariance and related topics. Part Four: Multi-dimensional scaling and cluster analysis. Multi-dimensional scaling. Cluster analysis.
1,979 citations
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| 2025 | 1 |
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| 2019 | 12 |