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   Articles with "multivariate normal" as a keyword



Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities

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recommendations! Published in 2019 at "Statistics and Computing"

DOI: 10.1007/s11222-018-9825-3

Abstract: This paper presents a new method to estimate large-scale multivariate normal probabilities. The approach combines a hierarchical representation with processing of the covariance matrix that decomposes the n-dimensional problem into a sequence of smaller m-dimensional… read more here.

Keywords: conditioning; multivariate normal; normal probabilities; method ... See more keywords
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Bayesian Testing of Scientific Expectations under Multivariate Normal Linear Models.

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recommendations! Published in 2021 at "Multivariate behavioral research"

DOI: 10.1080/00273171.2021.1904809

Abstract: The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated measures analysis. Statistical criteria… read more here.

Keywords: methodology; bayesian testing; multivariate normal; testing scientific ... See more keywords

Multivariate normal estimation: the case (n < p)

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recommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2017.1316405

Abstract: ABSTRACT Estimation in the multivariate context when the number of observations available is less than the number of variables is a classical theoretical problem. In order to ensure estimability, one has to assume certain constraints… read more here.

Keywords: methodology; estimation; multivariate normal; case ... See more keywords

Moments of doubly truncated multivariate normal mean-mixture distributions

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recommendations! Published in 2024 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2024.2395892

Abstract: Abstract Recently, considerable interest has been in deriving explicit expressions for moment of different truncated multivariate distributions. This is due to their usefulness in developing efficient EM-algorithm for the maximum likelihood estimation of the corresponding… read more here.

Keywords: mean mixture; normal mean; truncated multivariate; multivariate normal ... See more keywords
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Admissible estimators of a multivariate normal mean vector when the scale is unknown

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recommendations! Published in 2020 at "Biometrika"

DOI: 10.1093/biomet/asaa102

Abstract: We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators. read more here.

Keywords: multivariate normal; mean vector; admissible estimators; normal mean ... See more keywords

Detecting Changes under Multivariate Normal Distributions via the Generalized Inference

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recommendations! Published in 2021 at "Mathematical Problems in Engineering"

DOI: 10.1155/2021/5526717

Abstract: It is commonly encountered in many fields to detect whether a change occurs on a population after a special process. Based on observations for describing the population before and after the process, we formulate this… read more here.

Keywords: multivariate normal; generalized inference; changes multivariate; normal distributions ... See more keywords

Integral, mean and covariance of the simplex-truncated multivariate normal distribution

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recommendations! Published in 2022 at "PLoS ONE"

DOI: 10.1371/journal.pone.0272014

Abstract: Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread can be… read more here.

Keywords: multivariate normal; truncated multivariate; simplex truncated; normal distribution ... See more keywords

Note on the moment generating function of the multivariate normal distribution

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recommendations! Published in 2024 at "Miskolc Mathematical Notes"

DOI: 10.18514/mmn.2024.4255

Abstract: We present a streamlined proof of a formula for the derivatives of the moment generating function of the multivariate normal distribution. We formulate it in terms of the summation of the contractions by pairings, which… read more here.

Keywords: normal distribution; multivariate normal; generating function; moment generating ... See more keywords