Multidimensional Statistical Analysis and Theory of Random Matrices

Some remarks and a bibliography on the Kantorovich inequality
G. Alpargu and G.P.H. Styan
Band random matrices and quantum chaos
G. Casati
Weighted continuous metric scaling
C.M. Cuadras and J. Fortiana
Canonical equation for the resolvent of empirical covariance matrices pencil
V.L. Girko and A.K. Gupta
Strong Law for the eigenvalues of empirical covariance matrices
V.L. Girko
On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities
F. Hoppensteadt, H. Salehi and A. Skorokhod
Multivariate statistical inference involving circulant matrices: A review
R. Khattree
Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices
T. Kollo and H. Neudecker
Formal density expansions via multivariate mixtures
T. Kollo and D. von Rosen
Double shrinkage estimators of ratio of variances
T. Kubokawa and M.S. Srivastava
On sequential search for significant variables of unknown function
M. Malyutov and I. Tsitovich
Heirarchical random matrices and operators. Application to Anderson model
S. Molchanov
Asymptotic properties of invariant tests
A. Nagaev
New classes of probability inequalities for some classical distributions
D.St.P. Richards
Equivariant estimation of a subspace
A. Ruchin
Optimal design of experiments for multivariate response in two-factor linear models
R. Schwabe
Multivariate analysis: Does it really work in statistical applications?
P.K. Sen
Robust estimation and testing the mean vector
M.L. Tiku
Detection of outliers in the presence of multicollinearity
C.G. Troskie and D.O. Chalton
Estimation in multivariate elliptically contoured linear models II
Tonghui Wang
Mean and covariance structure analysis with missing data
Ke-Hai Yuan and P.M. Bentler
Multivariate elliptically contoured linear models and some aspects of the theory of random matrices
V.L. Girko and A.K. Gupta