This volume contains papers from the 6th Eugene Lukacs Symposium on Multidimensional Analysis and Random Matrices, which was held at Bowling Green State University, Ohio, USA, 29-30 March 1996. Multidimensional statistical analysis and random matrices are frequent topics of research. The papers presented in this book discuss many varied aspects of this all-encompassing topic. In particular, topics covered include generalized statistical analysis, elliptically contoured distribution, co-variance structure analysi, metric scaling, detection of outliers, density approximation, and circulant and band random matrices.
Some remarks and a bibliography on the Kantorovich inequality, G. Alpargu and G.P. H. Styan; band random matrices and quantum chaos, G. Casati; weighted continuous metric scaling, C.M. Cuadras and J. Fortiana; canonical equation for the resolvent of empirical co-variance matrices pencil, V.L. Girko and A.K. Gupta; strong law for the eigenvalues of empirical co-variance matrices, V.L. Girko; on the asymptotic behaviour of Markov chans with small random perturbations of transition probabilities, F. Hoppensteadt et al; multivariate statistical inference involving circulant matrices - a review, R. Khattree; asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices, T. Kollo and H. Heudecker; formal density expansions via multivariate mixtures, T. Kollo and D. von Rosen; double shrinkage estimators of ratio of variances, T. Kubokkawa and M.S. Srivastava; on sequential search for significant variables of unknown function, M. Malyutov and I. Tsitovich; hierarchical random matrices and operators - application to Anderson model, S. Molchanov; asymptotic properties of invariant tests, A. Nagaev; new classes of probability inequalities for some classical distributions, D.S.P. Richards; equivariant estimation of a subspace, A. Ruchin; optimal design of experiments for multivariate responses in two-factor linear models, R. Schwabe; multivariate analysis - does it really work in statistical applications?, P.K. Sen; robust estimation and testing the mean vector, M.L. Tiku; detection of outliers in the presence of multicollinearity, C.G. Troskie and D.O. Chalton; estimation in multivariate elliptically contoured linear models II, T. Want; mean and co-variance structure analysis with missing data, K.H. Yuan and P.M. Bentler; multivariate elliptically contoured linear models and some aspects of the theory of random matrices, V.L. Girko and A.K. Gupta.