Screening among Multivariate Normal Data

Screening for a Multivariate Mixture Normal Distribution

screening for a multivariate mixture normal distribution

Simulating Correlated Multivariate Normal Data

Characterizations of Multivariate Normal-Poisson Model

‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...

Finite-sample inference with monotone incomplete multivariate normal data, II

We continue our recent work on finite-sample, i.e., non-asymptotic, inference with two-step, monotone incomplete data from Nd(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. Under the assumption that Σ is block-diagonal when partitioned according to the two-step pattern, we derive the distributions of the diagonal blocks of b Σ and of the estimated regression matrix,...