Related papers: Maximal Invariants Over Symmetric Cones

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This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…

Standard statistical methods that do not take proper account of the complexity of survey design can lead to erroneous inferences when applied to survey data due to unequal selection probabilities, clustering, and other design features. In…

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Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma…

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We study self-similar measures of Hutchinson type, defined by compact families of contractions, both in a single and multi-component setting. The results are applied in the context of general model sets to infer, via a generalized version…

Recently, the authors have proposed a new approach to the theory of random metrics, making an explicit link between probability measures on the space of metrics on a Kahler manifold and random matrix models. We consider simple examples of…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

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We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…