The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. determinant ratios as products of independent chi-square distributions, moments for the determinants and the method of obtaining approximate densities of the determinants.
Dans deux articles, dont voici le premier, sont présentés deux exemples d'analyse statistique par des méthodes factorielles. Le cadre mathématique de l'exposé est algébrique. La présente formulation de ces problèmes s'appuie sur l'expérience d'enseignement menée à l'UER de Mathématiques, Logique Formelle et Informatique de l'Université René-Descartes, ainsi que sur une rédaction parue dans les actes du Colloque «Analyse des données en architecture et urbanisme» [5].
Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe...
Recently, the eminently popular standard quantile regression has been generalized to the multiple-output regression setup by means of directional regression quantiles in two rather interrelated ways. Unfortunately, they lead to complicated optimization problems involving parametric programming, and this may be the main obstacle standing in the way of their wide dissemination. The presented R package modQR is intended to address this issue. It originates as a quite faithful translation of the authors'...