The notion of the univariate divided differences is generalized to the multivariate case. This generalization is based on a pointwise evaluation of a certain multivariate function. Several properties ...
The largest characteristic root has been proposed in [2] as a test statistic in (i) the multivariate analysis of variance test, and (ii) testing that two sets of variates are independent. In this ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
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