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Estimation of mean form and mean form difference under elliptical laws
dc.creator | Díaz-García J.A. | spa |
dc.creator | Caro-Lopera F.J. | spa |
dc.date.accessioned | 2017-12-19T19:36:43Z | |
dc.date.available | 2017-12-19T19:36:43Z | |
dc.date.created | 2017 | |
dc.identifier.issn | 19357524 | |
dc.identifier.uri | http://hdl.handle.net/11407/4271 | |
dc.description.abstract | The matrix variate elliptical generalization of [30] is presented in this work. The published Gaussian case is revised and modified. Then, new aspects of identifiability and consistent estimation of mean form and mean form difference are considered under elliptical laws. For example, instead of using the Euclidean distance matrix for the consistent estimates, exact formulae are derived for the moments of the matrix B = Xc(Xc)T; where Xcis the centered landmark matrix. Finally, a complete application in Biology is provided; it includes estimation, model selection and hypothesis testing. © 2017, Institute of Mathematical Statistics. All rights reserved. | eng |
dc.language.iso | eng | |
dc.publisher | Institute of Mathematical Statistics | spa |
dc.relation.isversionof | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85020382799&doi=10.1214%2f17-EJS1289&partnerID=40&md5=8e564bfa96c8a13ee5eafe6ebc225c38 | spa |
dc.source | Scopus | spa |
dc.title | Estimation of mean form and mean form difference under elliptical laws | spa |
dc.type | Article | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.contributor.affiliation | Díaz-García, J.A., Universidad Autónoma Agraria Antonio Narro, Calzada Antonio Narro 1923, Col. Buenavista, Saltillo, Coahuila, Mexico | spa |
dc.contributor.affiliation | Caro-Lopera, F.J., Faculty of Basic Sciences, Universidad de Medellín, Medellín, Colombia | spa |
dc.identifier.doi | 10.1214/17-EJS1289 | |
dc.subject.keyword | Coordinate free approach | eng |
dc.subject.keyword | Matrix variate elliptical distribution | eng |
dc.subject.keyword | Matrix variate Gaussian distribution | eng |
dc.subject.keyword | Non-central singular Pseudo-Wishart distribution | eng |
dc.subject.keyword | Statistical shape theory | eng |
dc.publisher.faculty | Facultad de Ciencias Básicas | spa |
dc.abstract | The matrix variate elliptical generalization of [30] is presented in this work. The published Gaussian case is revised and modified. Then, new aspects of identifiability and consistent estimation of mean form and mean form difference are considered under elliptical laws. For example, instead of using the Euclidean distance matrix for the consistent estimates, exact formulae are derived for the moments of the matrix B = Xc(Xc)T; where Xcis the centered landmark matrix. Finally, a complete application in Biology is provided; it includes estimation, model selection and hypothesis testing. © 2017, Institute of Mathematical Statistics. All rights reserved. | eng |
dc.creator.affiliation | Universidad Autónoma Agraria Antonio Narro, Calzada Antonio Narro 1923, Col. Buenavista, Saltillo, Coahuila, Mexico | spa |
dc.creator.affiliation | Faculty of Basic Sciences, Universidad de Medellín, Medellín, Colombia | spa |
dc.relation.ispartofes | Electronic Journal of Statistics | spa |
dc.relation.ispartofes | Electronic Journal of Statistics Volume 11, Issue 1, 2017, Pages 2424-2460 | spa |
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dc.type.version | info:eu-repo/semantics/publishedVersion | |
dc.type.driver | info:eu-repo/semantics/article | |
dc.identifier.reponame | reponame:Repositorio Institucional Universidad de Medellín | spa |
dc.identifier.instname | instname:Universidad de Medellín | spa |
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