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math.ST2011★ 3 cited
Slicing: Nonsingular Estimation of High Dimensional Covariance Matrices Using Multiway Kronecker Delta Covariance Structures
Deniz Akdemir
Nonsingular estimation of high dimensional covariance matrices is an important step in many statistical procedures like classification, clustering, variable selection an future ext…
math.ST2011
Array Variate Elliptical Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Deniz Akdemir
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of…
math.ST2011★ 9 cited
Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Deniz Akdemir
In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that…