Introduction to General Statistical Analysis
Vyacheslav L. Girko · Theory of Probability and Its Applications · 1988
Previous article Next article Introduction to General Statistical AnalysisV. L. GirkoV. L. Girkohttps://doi.org/10.1137/1132033PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] S. A. Aivazyan, , I. S. Enyukov and , L. D. Meshalkin, Applied Statistics; Investigation of Dependencies, Finansy i Statistika, Moscow, 1985, (In Russian.) Google Scholar[2] A. D. Deev, Asymptotic expansions of the distributions of the discriminant analysis statistics W, M, W*, Statistical Classification Methods, 31, Moskov. Gos. Univ., 1972, 6–51, (In Russian.) Google Scholar[3] A. D. Deev, Representation of statistics of discriminant analysis and asymptotic expansions when space dimensions are comparable with sample size, Soviet Math. Dokl., 11 (1970), 1547–1550 0236.62044 Google Scholar[4] L. D. Meshalkin and , V. I. Serdobol'skii, Errors in the classification of multivariate observations, Theory Probab. Appl., 23 (1978), 741–750 10.1137/1123090 0451.62045 LinkGoogle Scholar[5] V. I. Zarutskii, On the classification of normal vectors of a simple structure of dependencies of a space of large dimensions, Theory Probab. Appl., 23 (1978), 454–456 Google Scholar[6] V. L. Girko, Random Matrices, Vishcha Shkola, Kiev, 1975, (In Russian.) 0344.60001 Google Scholar[7] V. L. Girko, The Theory of Random Determinants, Vishcha Shkola, Kiev, 1980, (In Russian.) Google Scholar[8] V. L. Girko, Limit Theorems for Functions of Random Variables, Vishcha Shkola, Kiev, 1983, (In Russian.) 0553.60025 Google Scholar[9] Yu. V. Prokhorov and , Yu. A. Rozanov, Probability Theory, Nauka, Moscow, 1973, (In Russian.) Google Scholar[10] S. W. Dharmadhikari, , V. Fabian and , K. Joqdeo, Bounds on the moments of martingales, Ann. Math. Statist., 39 (1968), 1719–1723 37:5925 0196.19202 CrossrefGoogle Scholar[11] D. L. Burkholder, Distribution function inequalities for martingales, Ann. Probability, 1 (1973), 19–42 51:1944 0301.60035 CrossrefGoogle Scholar[12] V. L. Girko, The central limit theorem for random determinants, Theory Probab. Appl., 26 (1981), 521–531 10.1137/1126058 0487.60031 LinkGoogle Scholar[13] V. L. Girko, "The battle of dimensionality" in multivariate statistical analysis, Abstracts of the Third All-Union Scientific and Technological Conference "Application of Multivariate Statistical Analysis in Economics and Estimating the Quality of Production", Tartu, 1985, 43–52, (In Russian.) Google Scholar[14] V. L. Girko, G-analysis of observations of large dimension, Vychisl. Prikl. Mat. (Kiev), (1986), 115–121, 128 88k:62086 Google Scholar[15] V. L. Girko, $G_{2}$-estimation of spectral functions of covariance matrices, Theory Probab. Math. Statist., 35 (1986), 28–31, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Estimation of smooth functionals in normal models: Bias reduction and asymptotic efficiencyThe Annals of Statistics, Vol. 49, No. 5 Cross Ref Efficient estimation of smooth functionals in Gaussian shift modelsAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 57, No. 1 Cross Ref Random matrix-improved estimation of covariance matrix distancesJournal of Multivariate Analysis, Vol. 174 Cross Ref Robust spiked random matrices and a robust G-MUSIC estimatorJournal of Multivariate Analysis, Vol. 140 Cross Ref Comparative threshold performance study for conditional and unconditional direction-of-arrival estimation Cross Ref GLRT-Based Detection-Estimation for Undersampled Training ConditionsIEEE Transactions on Signal Processing, Vol. 56, No. 8 Cross Ref The role of subspace swap in maximum likelihood estimation performance breakdown Cross Ref REFERENCES Cross Ref Performance Breakdown in Music, G-Music and Maximum Likelihood Estimation Cross Ref Estimation and construction of confidence regions in regression modelsJournal of Mathematical Sciences, Vol. 75, No. 1 Cross Ref An asymptotically normal G-estimate for the Anderson-Fisher discriminant functionJournal of Mathematical Sciences, Vol. 70, No. 1 Cross Ref Systems of Linear Algebraic Equations with Random CoefficientsV. L. Girko17 July 2006 | Theory of Probability & Its Applications, Vol. 36, No. 2AbstractPDF (908 KB)Limit Theorems for Maximal and Minimal Eigenvalues of Random MatricesV. L. Girko17 July 2006 | Theory of Probability & Its Applications, Vol. 35, No. 4AbstractPDF (1117 KB)Statistical Estimates in Linear Regression Models with Correlated Observation ErrorsA. G. Gadzhiev17 July 2006 | Theory of Probability & Its Applications, Vol. 34, No. 4AbstractPDF (401 KB) Volume 32, Issue 2| 1988Theory of Probability & Its Applications History Submitted:03 August 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132033Article page range:pp. 229-242ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics