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 ...

During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...

As with all probability distributions, the Normal Distribution describes how the values of your data are distributed. Subsequently, it is one of the most important probability distributions in ...

This is a preview. Log in through your library . Abstract Let X:p × n be a matrix of random real variates such that the column vectors of X are independently and identically distributed as ...