Related papers: On Wishart and non-central Wishart distributions o…
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…
Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two finite-dimensional parameters of interest, while the density…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
We devise a method to certify nonclassical features via correlations of phase-space distributions by unifying the notions of quasiprobabilities and matrices of correlation functions. Our approach complements and extends recent results that…
There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions…
We develop some graph-based tests for spherical symmetry of a multivariate distribution using a method based on data augmentation. These tests are constructed using a new notion of signs and ranks that are computed along a path obtained by…
The purpose of this paper is to study the existence of weak solutions for some classes of hemivariational problems in the Euclidean space $\mathbb{R}^d$ ($d\geq 3$). These hemivariational inequalities have a variational structure and,…
As a measure of vertex importance according to the graph structure, PageRank has been widely applied in various fields. While many PageRank algorithms have been proposed in the past decades, few of them take into account whether the graph…
We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
While any symmetric and positive semidefinite mapping can be the non-centered covariance of a Gaussian random field, it is known that these conditions are no longer sufficient when the random field is valued in a two-point set. The question…
We consider wave propagation in a complex structure coupled to a finite number $N$ of scattering channels, such as chaotic cavities or quantum dots with external leads. Temporal aspects of the scattering process are analysed through the…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ converges to the Tracy-Widom law as $ n, p $ (the dimensions of…