| Advanced multivariate statistics with matrices T Kollo Springer, 2005 | 648 | 2005 |
| Multivariate skewness and kurtosis measures with an application in ICA T Kollo Journal of Multivariate Analysis 99 (10), 2328-2338, 2008 | 140 | 2008 |
| Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices T Kollo, H Neudecker Journal of Multivariate Analysis 47 (2), 283-300, 1993 | 101 | 1993 |
| Some tests for the covariance matrix with fewer observations than the dimension under non-normality MS Srivastava, T Kollo, D von Rosen Journal of Multivariate Analysis 102 (6), 1090-1103, 2011 | 67 | 2011 |
| Estimation and testing of parameters in multivariate Laplace distribution T Kollo, MS Srivastava Communications in Statistics-Theory and Methods 33 (10), 2363-2387, 2005 | 58 | 2005 |
| Density expansions based on the multivariate skew normal distribution AK Gupta, T Kollo Sankhyā: The Indian Journal of Statistics, 821-835, 2003 | 48 | 2003 |
| Matrix derivative in multivariate statistics T Kollo Tartu (in Russian), 1991 | 40 | 1991 |
| Parameter Estimation and Application of the Multivariate Skew t-Copula T Kollo, G Pettere Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010 | 38 | 2010 |
| A unified approach to the approximation of multivariate densities T Kollo, D Von Rosen Scandinavian journal of statistics 25 (1), 93-109, 1998 | 26 | 1998 |
| Asymptotics of pearson-hotelling principal-component vectors of sample variance and correlation matrices T Kollo, H Neudecker Behaviormetrika 24 (1), 51-69, 1997 | 25 | 1997 |
| Approximating by the Wishart distribution T Kollo, D von Rosen Annals of the Institute of Statistical Mathematics 47, 767-783, 1995 | 25 | 1995 |
| Approximations to the distribution of the sample correlation matrix T Kollo, K Ruul Journal of multivariate analysis 85 (2), 318-334, 2003 | 20 | 2003 |
| Modelling claim size in time via copulas G Pettere, T Kollo Transactions of 28th International Congress of Actuaries 206, 2006 | 18 | 2006 |
| Approximation of the distribution of the location parameter in the growth curve model T Kollo, A Roos, D Von Rosen Scandinavian journal of statistics 34 (3), 499-510, 2007 | 16 | 2007 |
| Tail dependence of skew t-copulas T Kollo, G Pettere, M Valge Communications in Statistics-Simulation and Computation 46 (2), 1024-1034, 2017 | 15 | 2017 |
| The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix T Kollo, H Neudecker Linear algebra and its applications 264, 489-493, 1997 | 15 | 1997 |
| Formal density expansions via multivariate mixtures T KOLLO, D von ROSEN Proceedings of Sixth Lv. ka. ca Symposium pp 129, 138, 1996 | 15 | 1996 |
| Multivariate skew normal distribution: Some properties and density expansions AK Gupta, T Kollo TR No. 00-3, 2000 | 14 | 2000 |
| Minimal moments and cumulants of symmetric matrices: an application to the Wishart distribution T Kollo, D Vonrosen Journal of multivariate analysis 55 (2), 149-164, 1995 | 14 | 1995 |
| From multivariate skewed distributions to copulas T Kollo, A Selart, H Visk Combinatorial matrix theory and generalized inverses of matrices, 63-72, 2013 | 9 | 2013 |
Dietrich von Rosen在 slu.se 的电子邮件经过验证
Dietrich von Rosen在 slu.se 的电子邮件经过验证