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Table of Contents
Preface
Holonomic gradient method for multivariate distribution theory (Akimichi Takemura)
From normality to skewed multivariate distributions: a personal view (Tõnu Kollo)
Multivariate moments in multivariate analysis (Jolanta Pielaszkiewicz and Dietrich von Rosen)
Regularized estimation of covariance structure through quadratic loss function (Defei Zhang, Xiangzhao Cui, Chun Li, Jine Zhao, Li Zeng, and Jianxin Pan)
Separable covariance structure identification for doubly multivariate data (Katarzyna Filipiak, Daniel Klein, and Monika Mokrzycka)
Estimation and testing of the covariance structure of doubly multivariate data (Katarzyna Filipiak and Daniel Klein)
Testing equality of mean vectors with block-circular and block compound-symmetric covariance matrices (Carlos A. Coelho)
Estimation and testing hypotheses in two-level and three-level multivariate data with block compound symmetric covariance structure (Arkadiusz Kozio, Anuradha Roy, Roman Zmyślony, Ivan Zezula, and Miguel Fonseca)
Testing of multivariate repeated measures data with block exchangeable covariance structure (Ivan Zezula, Daniel Klein, and Anuradha Roy)
On a simplified approach to estimation in experiments with orthogonal block structure (Radosław Kala)
A review of the linear sufficiency and linear prediction sufficiency in the linear model with new observations (Stephen J. Haslett, Jarkko Isotalo, Rados±aw Kala, Augustyn Markiewicz, and Simo Puntanen)
Linear mixed-effects model using penalized spline based on data transformation methods (Syed Ejaz Ahmed, Dursun Aydn and Ersin Ylmaz)
MMLM meetings - List of Publications
Index.
Holonomic gradient method for multivariate distribution theory (Akimichi Takemura)
From normality to skewed multivariate distributions: a personal view (Tõnu Kollo)
Multivariate moments in multivariate analysis (Jolanta Pielaszkiewicz and Dietrich von Rosen)
Regularized estimation of covariance structure through quadratic loss function (Defei Zhang, Xiangzhao Cui, Chun Li, Jine Zhao, Li Zeng, and Jianxin Pan)
Separable covariance structure identification for doubly multivariate data (Katarzyna Filipiak, Daniel Klein, and Monika Mokrzycka)
Estimation and testing of the covariance structure of doubly multivariate data (Katarzyna Filipiak and Daniel Klein)
Testing equality of mean vectors with block-circular and block compound-symmetric covariance matrices (Carlos A. Coelho)
Estimation and testing hypotheses in two-level and three-level multivariate data with block compound symmetric covariance structure (Arkadiusz Kozio, Anuradha Roy, Roman Zmyślony, Ivan Zezula, and Miguel Fonseca)
Testing of multivariate repeated measures data with block exchangeable covariance structure (Ivan Zezula, Daniel Klein, and Anuradha Roy)
On a simplified approach to estimation in experiments with orthogonal block structure (Radosław Kala)
A review of the linear sufficiency and linear prediction sufficiency in the linear model with new observations (Stephen J. Haslett, Jarkko Isotalo, Rados±aw Kala, Augustyn Markiewicz, and Simo Puntanen)
Linear mixed-effects model using penalized spline based on data transformation methods (Syed Ejaz Ahmed, Dursun Aydn and Ersin Ylmaz)
MMLM meetings - List of Publications
Index.