# Publications at Mathematical Statistics

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## Journal papers

2017

Anna Szczepanska-Alvarez, Chengcheng Hao, Yuli Liang, Dietrich von Rosen,
"Estimation equations for multivariate linear models with Kronecker structured covariance matrices",
Communications in Statistics - Theory and Methods,
46(16):
7902-7915, 2017.

Sayantee Jana, Narayanaswamy Balakrishnan, Dietrich von Rosen, Jemila Seid Hamid,
"High dimensional extension of the growth curve model and its application in genetics",
Statistical Methods & Applications,
26(2):
273-292, 2017.

Zhenxia Liu, Zhi Wang, Xiangfeng Yang,
"A Gaussian expectation product inequality",
Statistics and Probability Letters,
124,
2017.

Jolanta Pielaszkiewicz, Dietrich von Rosen, Martin Singull,
"Testing Independence via Spectral Moments",
Springer Proceedings in Mathematics & Statistics,
192:
263-274, 2017.

Cassien Habyarimana, Martin Singull, Joseph Nzabanita,
"Estimation of Parameters in the Growth Curve Model with a Linearly Structured Covariance Matrix: A Simulation Study",
International Journal of Scientific Engineering and Technology,
6(1):
45-49, 2017.

Zakhar Kabluchko, Mikhail Lifshits,
"Least Energy Approximation for Processes with Stationary Increments",
Journal of theoretical probability,
30(1):
268-296, 2017.

Emanuel Evarest, Fredrik Berntsson, Martin Singull, Wilson M. Charles,
"Regime Switching models on Temperature Dynamics",
International Journal of Applied Mathematics and Statistics,
56(2),
2017.

AbstractKeywordsBiBTeX

Muni S. Srivastava, Martin Singull,
"Test for the mean matrix in a Growth Curve model for high dimensions",
Communications in Statistics - Theory and Methods,
46(13):
6668-6683, 2017.

Jolanta Pielaszkiewicz, Dietrich von Rosen, Martin Singull,
"On E [Pi(k)(i=0) Tr{W-mi}], where W similar to Wp (l, n)",
Communications in Statistics - Theory and Methods,
46(6):
2990-3005, 2017.

2016

Innocent Ngaruye, Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Small Area Estimation under a Multivariate Linear Model for Repeated measures Data",
Communications in Statistics - Theory and Methods,
103(2):
1-16, 2016.

Innocent Ngaruye, Dietrich von Rosen, Martin Singull,
"Crop yield estimation at district level for agricultural seasons 2014 in Rwanda",
African Journal of Applied Statistics,
3(1):
69-90, 2016.

Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang,
"LAPLACE TRANSFORM ASYMPTOTICS AND LARGE DEVIATION PRINCIPLES FOR LONGEST SUCCESS RUNS IN BERNOULLI TRIALS",
Journal of Applied Probability,
53(3):
747-764, 2016.

Muni S. Srivastava, Martin Singull,
"Testing Sphericity and Intraclass Covariance Structures under a Growth Curve Model in High Dimension",
Communications in statistics. Simulation and computation,
2016.

Zhenxia Liu, Xiangfeng Yang,
"A general large deviation principle for longest runs",
Statistics and Probability Letters,
110:
128-132, 2016.

Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini,
"Large deviations for Bernstein bridges",
Stochastic Processes and their Applications,
126(5):
1285-1305, 2016.

John Karlsson, Jörg-Uwe Löbus,
"Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion: Approximation, quadratic variation, and Itô formula",
Mathematische Nachrichten,
289(17-18):
2192-2222, 2016.

2015

Mikhail Lifshits, Ksenia Volkova,
"Bifractional Brownian motion: existence and border cases",
ESAIM. P&S,
19(766),
2015.

Mikhail Lifshits, Magda Peligrad,
"On the spectral density of stationary processes and random fields",
Zapiski Nauchnykh Seminarov POMI,
441:
274-285, 2015.

AbstractKeywordsBiBTeX

Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Extended GMANOVA Model with a Linearly Structured Covariance Matrix",
Mathematical Methods of Statistics,
24(4):
280-291, 2015.

Emil Karlsson, Martin Singull,
"More on explicit estimators for a banded covariance matrix",
Acta et Commentationes Universitatis Tartuensis de Mathematica,
19(1):
49-62, 2015.

Mikhail Lifshits, Marguerite Zani,
"Approximation of additive random fields based on standard information: Average case and probabilistic settings",
Journal of Complexity,
31(5):
659-674, 2015.

Jörg-Uwe Löbus,
"Mosco Type Convergence of Bilinear Forms and Weak Convergence of n-Particle Systems",
Potential Analysis,
43(2):
241-267, 2015.

S. Ejaz Ahmed, Saber Fallahpour, Dietrich von Rosen, Tatjana von Rosen,
"Estimation of Several Intraclass Correlation Coefficients",
Communications in statistics. Simulation and computation,
44(9):
2315-2328, 2015.

Yuli Liang, Dietrich von Rosen, Tatjana von Rosen,
"On estimation in hierarchical models with block circular covariance structures",
Annals of the Institute of Statistical Mathematics,
67(4):
773-791, 2015.

Xiangfeng Yang,
"On the large deviation principle of generalized Brownian bridges",
Journal of Mathematical Analysis and Applications,
430(2):
845-856, 2015.

Ying Li, Peter Uden, Dietrich von Rosen,
"A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression",
Journal of Multivariate Analysis,
139:
347-359, 2015.

M. Rauf Ahmad, Dietrich von Rosen,
"Tests for high-dimensional covariance matrices using the theory of U-statistics",
Journal of Statistical Computation and Simulation,
85(13):
2619-2631, 2015.

FuChang Gao, Xiangfeng Yang,
"Upper tail probabilities of integrated Brownian motions",
Science China Mathematics,
58(5):
1091-1100, 2015.

Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Bilinear regression model with Kronecker and linear structures for the covariance matrix",
Afrika Statistika,
10(2):
827-837, 2015.

John Karlsson, Jörg-Uwe Löbus,
"A class of infinite dimensional stochastic processes with unbounded diffusion",
Stochastics,
87(3):
424-457, 2015.

Shinpei Imori, Dietrich von Rosen,
"Covariance components selection in high-dimensional growth curve model with random coefficients",
Journal of Multivariate Analysis,
136:
86-94, 2015.

Xiangfeng Yang,
"Exact upper tail probabilities of random series",
Statistics and Probability Letters,
99:
13-19, 2015.

M. Rauf Ahmad, Dietrich von Rosen,
"Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality",
Communications in Statistics - Theory and Methods,
44(7):
1387-1398, 2015.

Mikhail Lifshits, Eric Setterqvist,
"Energy of taut strings accompanying Wiener process",
Stochastic Processes and their Applications,
125(2):
401-427, 2015.

2014

Jörg-Uwe Löbus,
"ABSOLUTE CONTINUITY UNDER TIME SHIFT FOR ORNSTEIN-UHLENBECK TYPE PROCESSES WITH DELAY OR ANTICIPATION",
Communications on Stochastic Analysis,
8(4):
439-448, 2014.

AbstractKeywordsBiBTeX

Chengcheng Hao, Dietrich von Rosen, Tatjana von Rosen,
"Local Influence Analysis in AB-BA Crossover Designs",
Scandinavian Journal of Statistics,
41(4):
1153-1166, 2014.

Jolanta Pielaszkiewicz, Dietrich von Rosen, Martin Singull,
"Cumulant-moment relation in free probability theory",
Acta et Commentationes Universitatis Tartuensis de Mathematica,
18(2):
265-278, 2014.

Fuchang Gao, Zhenxia Liu, Xiangfeng Yang,
"Conditional persistence of Gaussian random walks",
Electronic Communications in Probability,
19(70):
1-9, 2014.

Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini,
"Feynman-Kac formula for Levy processesand semiclassical (Euclidean) momentum representation",
Markov Processes and Related Fields,
20(3):
577-600, 2014.

Zhenxia Liu, Xiangfeng Yang,
"Probabilities of hitting a convex hull",
Comptes rendus. Mathematique,
352(11):
935-940, 2014.

Frank Aurzada, Steffen Dereich, Mikhail Lifshits,
"Persistence probabilities for a Bridge of an integrated simple random walk",
Probability and Mathematical Statistics,
34(1):
1-22, 2014.

AbstractKeywordsBiBTeX

Mikhail Lifshits, Werner Linde,
"Fractional integration operators of variable order: continuity and compactness properties",
Mathematische Nachrichten,
287(8-9):
980-1000, 2014.

Xiangfeng Yang,
"Large deviations for Markov bridges with jumps",
Journal of Mathematical Analysis and Applications,
416(1):
1-12, 2014.

Torkel Erhardsson,
"Conditions for convergence of random coefficient AR(1) processes and perpetuities in higher dimensions",
Bernoulli,
20(2):
990-1005, 2014.

2013

Jörg-Uwe Löbus,
"Weak Convergence of n-Particle Systems Using Bilinear Forms",
Milan Journal of Mathematics,
81(1):
37-77, 2013.

M. Rauf Ahmad, Dietrich von Rosen, Martin Singull,
"A note on mean testing for high dimensional multivariate data under non-normality",
Statistica neerlandica (Print),
67(1):
81-99, 2013.

Martin Ohlson, M. Rauf Ahmad, Dietrich von Rosen,
"The Multilinear Normal Distribution: Introduction and Some Basic Properties",
Journal of Multivariate Analysis,
113(S1):
37-47, 2013.

2012

Ying Li, Dietrich von Rosen,
"Maximum Likelihood Estimators in a Two Step Model for PLS",
Communications in Statistics - Theory and Methods,
41(13-14):
2503-2511, 2012.

Joseph Nzabanita, Martin Singull, Dietrich von Rosen,
"Estimation of parameters in the extended growth curve model with a linearly structured covariance matrix",
Acta et Commentationes Universitatis Tartuensis de Mathematica,
16(1):
13-32, 2012.

AbstractKeywordsBiBTeX

Muni S. Srivastava, Martin Singull,
"Profile Analysis with Random-Effects Covariance Structure",
Journal of the Japan Statistical Society,
42(2):
145-164, 2012.

Martin Ohlson, M. Rauf Ahmad, Dietrich von Rosen,
"More on the Kronecker Structured Covariance Matrix",
Communications in Statistics - Theory and Methods,
41(13-14):
2512-2523, 2012.

Martin Ohlson, Timo Koski,
"On the Distribution of Matrix Quadratic Forms",
Communications in Statistics - Theory and Methods,
41(18):
3403-315, 2012.

2011

Martin Ohlson, Zhanna Andrushchenko, Dietrich von Rosen,
"Explicit Estimators under m-Dependence for a Multivariate Normal Distribution",
Annals of the Institute of Statistical Mathematics,
63(1):
29-42, 2011.

2010

Martin Ohlson, Muni S. Srivastava,
"Profile Analysis for a Growth Curve Model",
Journal of the Japan Statistical Society,
40(1):
1-21, 2010.

AbstractKeywordsBiBTeX

Martin Ohlson, Dietrich von Rosen,
"Explicit Estimators of Parameters in the Growth Curve Model with Linearly Structured CovarianceMatrices",
Journal of Multivariate Analysis,
101(5):
1284-1295, 2010.

2009

Jörg-Uwe Löbus,
"A Stationary Fleming-Viot type Brownian particle system",
Mathematische Zeitschrift,
263(3):
541-581, 2009.

2008

Torkel Erhardsson,
"Non-parametric Bayesian inference for integrals with respect to an unknown finite measure",
Scandinavian Journal of Statistics,
35(2):
369-384, 2008.

Jukka Corander, Magnus Ekdahl, Timo Koski,
"Parallell interacting MCMC for learning of topologies of graphical models",
Data mining and knowledge discovery,
17(3):
431-456, 2008.

2007

Timo Koski, Jukka Corander, Mats Gyllenberg,
"Random Partition Models and Exchangeability for Bayesian Identification of Population Structure",
Bulletin of Mathematical Biology,
69(3):
797-815, 2007.

2006

Per Gösta Andersson,
"A conditional perspective of weighted variance estimation of the optimal regression estimator",
Journal of Statistical Planning and Inference,
136(1):
221-234, 2006.

Timo Koski, Jukka Corander, Mats Gyllenberg,
"Bayesian model learning based on a parallel MCMC strategy",
Statistics and computing,
16(2):
355-362, 2006.

Magnus Ekdahl, Timo Koski,
"Bounds for the Loss in Probability of Correct Classification Under Model Based Approximation",
Journal of Machine Learning Research,
7:
2449-2480, 2006.

AbstractKeywordsBiBTeX

2005

Per Gösta Andersson, Daniel Thorburn,
"An Optimal Calibration Distance Leading to the Optimal Regresion Estimator",
Survey methodology,
31(1):
95-99, 2005.

AbstractKeywordsBiBTeX

Ville-Veikko Rantanen, Mats Gyllenberg, Timo Koski, Mark S. Johnson,
"A Priori Contact Preferences in Molecular Recognition",
Journal of Bioinformatics and Computational Biology,
3(4):
861-890, 2005.

Urban Hjorth, Anna Vadeby,
"Subsample distribution distance and McMC convergence",
Scandinavian Journal of Statistics,
32(2):
313-326, 2005.

Peter Dawyndt, Jean Swings, Brian Austin, Fabiano Thompson, Timo Koski, Mats Gyllenberg,
"A complementary approach to systematics",
Microbiology Today,
38-38, 2005.

KeywordsBiBTeX

Peter Dawyndt, Fabiano Thompson, Brian Austin, Jean Swings, Timo Koski, Mats Gyllenberg,
"Application of sliding-window discretization and minimization of stochastic complexity for the analysis of fAFLP genotyping fingerprint patterns of Vibrionaceae",
International Journal of Systematic and Evolutionary Microbiology,
55(1):
57-66, 2005.

2004

Anna Vadeby,
"Modeling of relative collision safety including driver characteristics",
Accident Analysis and Prevention,
36(5):
909-917, 2004.

Torkel Erhardsson,
"Strong memoryless times and rare events in Markov renewal point processes",
Annals of Probability,
32(3B):
2446-2462, 2004.

Per Gösta Andersson,
"Alternative confidence intervals for the total of a skewed biological population",
Ecology,
85(11):
3166-3171, 2004.

AbstractKeywordsBiBTeX

Brian Austin, Peter Dawyndt, Mats Gyllenberg, Tatu Lund, Jean Swings, Fabiano Thompson, Timo Koski,
"Sliding window discretization: A new method for multiple band matching of bacterial genotyping fingerprints",
Bulletin of Mathematical Biology,
66(6):
1575-1596, 2004.

Timo Koski, H. Hurd,
"The Wold isomorphism for cyclostationary sequences",
Signal Processing,
84(5):
813-824, 2004.

2003

VV Rantanen, M Gyllenberg, Timo Koski, MS Johnson,
"A Bayesian molecular interaction library",
Journal of Computer-Aided Molecular Design,
17(7):
435-461, 2003.

AbstractKeywordsBiBTeX

2002

M Gyllenberg, Timo Koski, P Dawyndt, T Lund, F Thompson, B Austin, J Swings,
"New methods for the analysis of binarized BIOLOG GN data of vibrio species: Minimization of stochastic complexity and cumulative classification",
Systematic and Applied Microbiology,
25(3):
403-415, 2002.

AbstractKeywordsBiBTeX

Annika Eriksson, G Ockert-Eriksson, P Lockowandt, O Eriksson,
"Clinical factors and clinical variation influencing the reproducibility of interocclusal recording methods",
British Dental Journal,
192(7):
395-400, 2002.

AbstractKeywordsBiBTeX

Timo Koski, Ville-Veikko Rantanen, Mats Gyllenberg, Mark S. Johnson,
"A dissimilarity matrix between protein atom classes based on Gaussian mixtures",
Bioinformatics,
18(9):
1257-1263, 2002.

AbstractKeywordsBiBTeX

2001

M Gyllenberg, Timo Koski,
"Probabilistic models for bacterial taxonomy",
International Statistical Review,
69(2):
249-276, 2001.

AbstractKeywordsBiBTeX

V.-V. Rantanen, K.A. Denessiouk, M. Gyllenberg, Timo Koski, M.S. Johnson,
"A fragment library based on Gaussian mixtures predicting favorable molecular interactions",
Journal of Molecular Biology,
313(1):
197-214, 2001.

John M Noble, E. Thonnes,
"Competition systems in a random environment: A convergence result",
Stochastic Analysis and Applications,
19(6):
945-982, 2001.

## Books

2009

AbstractKeywordsBiBTeX

## Book chapters

2015

Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev,
"Approximation of a Random Process with Variable Smoothness",
Mathematical Statistics and Limit Theorems,
189-208, 2015.

2007

Magnus Ekdahl, Timo Koski,
"On Concentration of Discrete Distributions with Applications to Supervised Learning of Classifiers",
Machine Learning and Data Mining in Pattern Recognition, Lecture Notes in Computer Science,
No. 4571,
2-16, 2007.

2005

Torkel Erhardsson,
"Poisson and compound Poisson approximation",
An introduction to Stein's method, Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore,
No. 4,
61-113, 2005.

AbstractKeywordsBiBTeX

Torkel Erhardsson,
"Stein's method, Markov renewal point processes, and strong memoryless times",
Stein's method and applications, Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore,
No. 5,
119-130, 2005.

AbstractKeywordsBiBTeX

2004

Timo Koski, Harry Hurd,
"Cyclostationary Arrays: Their Unitary Operators and Representations",
Stochastic Processes and Functional Analysis:, Pure and applied mathematics,,
No. 238,
171-194, 2004.

AbstractKeywordsBiBTeX

2003

Timo Koski, M. Gyllenberg, J. Carlsson,
"Bayesian Network Classification of Binarized DNA Fingerprinting Patterns",
Mathematical modelling & computing in biology and medicine,
60-66, 2003.

KeywordsBiBTeX

John M Noble,
"A note on stochastic Burgers' system of equations",
Probabilistic Problems in Atmoshepric and Water Sciences,
116-119, 2003.

KeywordsBiBTeX

## Conference papers

2011

Martin Ohlson, Muni S. Srivastava,
"Profile Analysis for a Growth Curve Model",
The 9th Tartu Conference on Multivariate Statistics & The 20th International Workshop on Matrices and Statistics,
2011.

AbstractKeywordsBiBTeX

2010

Martin Ohlson, Muni S. Srivastava,
"Profile Analysis for a Growth Curve Model",
IWMS 2010 - Shanghai, China,
2010.

AbstractKeywordsBiBTeX

Martin Ohlson, Dietrich von Rosen,
"More on the Kronecker structured covariance matrix",
LinStat 2010 - Tomar, Portugal,
2010.

AbstractKeywordsBiBTeX

2009

Martin Ohlson, Dietrich von Rosen,
"Explicit Estimators of Parameters in the Growth Curve Model with Linearly Structured Covariance Matrices",
IWMS 2009 - Smolenice Castle, Slovak Republic,
2009.

AbstractKeywordsBiBTeX

2008

Martin Ohlson,
"Explicit estimators under m-dependence for a multivariate normal distribution",
LINSTAT2008,2008,
108-108, 2008.

AbstractKeywordsBiBTeX

2007

Martin Ohlson,
"More on Distributions of Quadratic Forms",
The 8th Tartu Conference on Multivariate Statistics and The 6th Conference on Multivariate Distributions with Fixed Marginals 2007 - Tartu, Estonia,
2007.

KeywordsBiBTeX

AbstractKeywordsBiBTeX

2006

Magnus Ekdahl, Timo Koski,
"On the Performance of Approximations of Bayesian Networks in Model-",
The Annual Workshop of the Swedish Artificial Intelligence Society,2006,
73-, 2006.

AbstractKeywordsBiBTeX

2005

Diana Szentivanyi, Simin Nadjm-Tehrani, John M Noble,
"Configuring Fault-Tolerant Servers for Best Performance",
Proccedings of the International workshop on High Availability of Distributed Systems HADIS05, Part of 16th International DEXA workshops,2005,
310-, 2005.

KeywordsBiBTeX

Diana Szentivanyi, Simin Nadjm-Tehrani, John M Noble,
"Optimal Choice of Checkpointing Interval for High Availability",
Pacific Rim Dependable Computing Conference,2005,
159-, 2005.

AbstractKeywordsBiBTeX

2004

Magnus Ekdahl,
"Stokastisk komplexitet i klustringsanalys",
Workshop i tillämpad matematik,2004,
2004.

KeywordsBiBTeX

2003

Timo Koski,
"Bacterial identification using 16S rRNA fragments by hidden Markov models",
54th Session of the International Statistical Institute,2003,
2003.

KeywordsBiBTeX

Timo Koski,
"Dynamic Bayesian networks in a study of genetic interactions",
Föreningen för medicinsk statistik, årsmöte,2003,
2003.

KeywordsBiBTeX

2002

M. Gyllenberg, Timo Koski,
"Bayesian predictiveness, exchangeability and sufficientness in bacterial taxonomy",
Mathematical Biosciences,
161-184, 2002.

## Conference proceedings

2011

Vladimir Kozlov, Martin Ohlson, Dietrich von Rosen,
"Proceedings of Workshops on Inverse Problems, Data, Mathematical Statistics and Ecology",
LiTH-MAT-R,
No. 2011:11,
2011.

## Theses

2017

Emanuel Evarest Sinkwembe,
"Modelling Weather Dynamics for Weather Derivatives Pricing",
Linköping Studies in Science and Technology. Thesis,
No. 1784,
2017.

Innocent Ngaruye,
"Contributions to Small Area Estimation: Using Random Effects Growth Curve Model",
Linköping Studies in Science and Technology. Dissertations,
No. 1855,
2017.

2015

Jolanta Maria Pielaszkiewicz,
"Contributions to High–Dimensional Analysis under Kolmogorov Condition",
Linköping Studies in Science and Technology. Dissertations,
No. 1724,
2015.

John Karlsson,
"A class of infinite dimensional stochastic processes with unbounded diffusion and its associated Dirichlet forms",
Linköping Studies in Science and Technology. Dissertations,
No. 1699,
2015.

Joseph Nzabanita,
"Bilinear and Trilinear Regression Models with Structured Covariance Matrices",
Linköping Studies in Science and Technology. Dissertations,
No. 1665,
2015.

2013

John Karlsson,
"A class of infinite dimensional stochastic processes with unbounded diffusion",
Linköping Studies in Science and Technology. Thesis,
No. 1612,
2013.

Jolanta Pielaszkiewicz,
"On the asymptotic spectral distribution of random matrices: Closed form solutions using free independence",
Linköping Studies in Science and Technology. Thesis,
No. 1597,
2013.

2009

Martin Ohlson,
"Studies in Estimation of Patterned Covariance Matrices",
Linköping Studies in Science and Technology. Dissertations,
No. 1255,
2009.

2007

Martin Ohlson,
"Testing spatial independence using a separable covariance matrix",
Linköping Studies in Science and Technology. Thesis,
No. 1299,
2007.

AbstractKeywordsBiBTeX

Magnus Ekdahl,
"On approximations and computations in probabilistic classification and in learning of graphical models",
Linköping Studies in Science and Technology. Dissertations,
No. 1141,
2007.

AbstractKeywordsBiBTeX

2006

Magnus Ekdahl,
"Approximations of Bayes Classifiers for Statistical Learning of Clusters",
Linköping Studies in Science and Technology. Thesis,
No. 1230,
2006.

2003

Anna Vadeby,
"Computer based statistical treatment in models with incidental parameters: inspired by car crash data",
Linköping Studies in Science and Technology. Dissertations,
No. 814,
2003.

AbstractKeywordsBiBTeX

1998

Anna Vadeby,
"Modelling and inference of relative collision safety in cars",
Linköping Studies in Science and Technology. Thesis,
No. 685,
1998.

AbstractKeywordsBiBTeX

## Reports

2017

Fredrik Berntsson, Martin Singull,
"More on Estimation of Banded and Banded Toeplitz Covariance Matrices",
LiTH-MAT-R,
No. 2017:12,
2017.

AbstractKeywordsBiBTeX

Innocent Ngaruye, Dietrich von Rosen, Martin Singull,
"Small area estimation with missing data using a multivariate linear random effects model",
LiTH-MAT-R,
No. 2017:07,
2017.

Innocent Ngaruye, Dietrich von Rosen, Martin Singull,
"Small area estimation under a multivariate linear model for incomplete repeated measures data",
LiTH-MAT-R,
No. 2017:06,
2017.

Innocent Ngaruye, Dietrich von Rosen, Martin Singull,
"Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data",
LiTH-MAT-R,
No. 2017:05,
2017.

Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull, Xiangfeng Yang,
"Weather derivatives pricing using regim switching models",
LiTH-MAT-R,
No. 2017/04,
2017.

2016

Emanuel Evarest, Fredrik Berntsson, Martin Singull, Wilson Charles,
"Regime Switching models on Temperature Dynamics",
LiTH-MAT-R,
No. 2016:12,
2016.

2015

Jolanta Pielaszkiewicz, Martin Singull,
"Closed Form of the Asymptotic Spectral Distribution of Random Matrices Using Free Independence",
LiTH-MAT-R,
No. 2015:12,
2015.

Innocent Ngaruye, Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Small Area Estimation under a Multivariate Linear Model for Repeated Measures Data",
LiTH-MAT-R,
No. 2015:09,
2015.

Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Maximum Likelihood Estimation in the Tensor Normal Model with a Structured Mean",
LiTH-MAT-R,
No. 2015-:08,
2015.

Joseph Nzabanita, Dietrich von Rosen, Martin Singull,
"Extended GMANOVA Model with a Linearly Structured Covariance Matrix",
LiTH-MAT-R,
No. 2015:07,
2015.

Jolanta Pielaszkiewicz, Dietrich von Rosen, Martin Singull,
"Recursive formula for E(∏

_{i}Tr{(WΣ^{-1})^{mi}}), where W~W_{p}(∑; n) in finite and asymptotic regime", LiTH-MAT-R, No. 2015:04, 2015.Muni S. Srivastava, Martin Singull,
"Testing Some Covariance Structures under a Growth Curve Model in High Dimension",
LiTH-MAT-R,
No. 2015:03,
2015.

2014

Muni S. Srivastava, Martin Singull,
"Test for the mean matrix in a Growth Curve model for high dimensions",
LiTH-MAT-R,
No. 2014:13,
2014.

Jolanta Pielaszkiewicz, Dietrich von Rosen, Martin Singull,
"On Free Moments and Free Cumulants",
LiTH-MAT-R,
No. 2014:05,
2014.

2013

Yuli Liang, Dietrich von Rosen, Tatjana von Rosen,
"Hierarchical Models with Block Circular Covariance Structures",
LiTH-MAT-R,
No. 1,
2013.

2011

Ying Li, Dietrich von Rosen,
"A Two Step Model for Linear Prediction with Group Effect",
LiTH-MAT-R,
No. 16,
2011.

M. Rauf Ahmad, Martin Ohlson, Dietrich von Rosen,
"Some Tests of Covariance Matrices for High Dimensional Multivariate Data",
LiTH-MAT-R,
No. 2011:13,
2011.

AbstractKeywordsBiBTeX

M. Rauf Ahmad,
"A two-sample test statistic for high-dimensional multivariate data under non-normality",
LiTH-MAT-R,
No. 2011:12,
2011.

AbstractKeywordsBiBTeX

Zhanna Andrushchenko, Dietrich von Rosen,
"Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence",
LiTH-MAT-R,
No. 2011:10,
2011.

M. Rauf Ahmad, Martin Ohlson, Dietrich von Rosen,
"A U-statistics Based Approach to Mean Testing for High Dimensional Multivariate Data Under Non-normality",
LiTH-MAT-R,
No. 2011:16,
2011.

AbstractKeywordsBiBTeX

Martin Ohlson, M. Rauf Ahmad, Dietrich von Rosen,
"The Multilinear Normal Distribution:Introduction and Some Basic Properties",
LiTH-MAT-R,
No. 2011:2,
2011.

Martin Ohlson, M. Rauf Ahmad, Dietrich von Rosen,
"More on the Kronecker Structured Covariance Matrix",
LiTH-MAT-R,
No. 11:1,
2011.

2009

Martin Ohlson, Dietrich von Rosen,
"Explicit Estimators of Parameters in the Growth Curve Model with Linearly Structured Covariance Matrices",
Research report / Centre of Biostochastics; 2,
2009.

KeywordsBiBTeX

Martin Ohlson, Timo Koski,
"The Likelihood Ratio Statistic for Testing Spatial Independence using a Separable Covariance Matrix",
LiTH-MAI-R,
No. 2009:06,
2009.

AbstractKeywordsBiBTeX

2008

Martin Ohlson, Zhanna Andrushchenko, Dietrich von Rosen,
"Explicit estimators of the parameters in a multivariate normal distribution when the covariance matrix is banded of order m",
Research report / Centre of Biostochastics,
No. 3,
2008.

KeywordsBiBTeX

Zhanna Andrushchenko, Martin Ohlson, Dietrich von Rosen,
"Estimation of banded covariance matrices in a multivariate normal distribution",
Research report / Centre of Biostochastics,
No. 2,
2008.

KeywordsBiBTeX

2004

Timo Koski,
"Lectures at RNI on Probabilistic Models and Inference for Phylogenetics",
Linköping Studies in Mathematics,
No. 1,
2004.

2003

Per Gösta Andersson, Daniel Thorburn,
"An optimal calibration distance leading to optimal regression estimator",
LiTH-MAT-R,
No. 2003:2,
2003.

KeywordsBiBTeX

Timo Koski, Roland Orre, Niklas Norén,
"Statistics of the information component updated",
TRITA-NA-P0311,
No. KTHNAp_0311SE,
2003.

KeywordsBiBTeX

Per Gösta Andersson,
"Alternative confidence intervals for the total of a skewed biological population",
LiTH-MAT-R,
No. 2003:14,
2003.

KeywordsBiBTeX

Per Gösta Andersson,
"A conditional perspective of weighted variance estimation of regression estimator",
LiTH-MAT-R,
No. 2003:8,
2003.

KeywordsBiBTeX

2002

AbstractKeywordsBiBTeX

2000

Anna Vadeby,
"Including driver characteristics in a model of relative collision safety",
LiTH-MAT-R,
No. 19,
2000.

AbstractKeywordsBiBTeX

## Student theses

2017

Mikael Böörs, Tobias Wängberg,
"Classification by Decomposition: A Partitioning of the Space of 2X2 Symmetric Games",
Student thesis,
LiTH-MAT-EX--2017/10--SE,
2017.

2016

Emil Karlsson,
"The unweighted mean estimator in a Growth Curve model",
Student thesis,
LiTH-MAT-EX--2016/03--SE,
2016.

Maria Servitja Robert,
"A First Study on Hidden Markov Models and one Application in Speech Recognition",
Student thesis,
LiTH-MAT-INT-B--2016/01--SE,
2016.

2015

Kristoffer Strengbom,
"Mobile Services Based Traffic Modeling",
Student thesis,
LiTH-MAT-EX--2015/03--SE,
2015.

2014

Jon Hedström, Johan Vidlund,
"Modellerande av förhållande mellan P/E-tal och nedgångar på OMXS30",
Student thesis,
LiTH-MAT-EX--2014/08--SE,
2014.

Emil Karlsson,
"Explicit Estimators for a Banded Covariance Matrix in a Multivariate Normal Distribution",
Student thesis,
LiTH-MAT-EX--2014/01--SE,
2014.

2010

Mikael Petersson,
"Comparison of modes of convergence in a particle system related to the Boltzmann equation",
Student thesis,
LiTH-MAT-EX--10/27--SE,
2010.

Mikael Petersson,
"The Maximum Minimum Parents and Children Algorithm",
Student thesis,
LiTH - MAT - EX - - 2010 / 09 - - SE,
2010.

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Last updated: Wed Mar 19 08:49:08 CET 2014