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Publications for Martin Singull


Co-author map based on Web of Sciences articles 2007-

Publications mentioned in social media 2 times*

Journal Articles

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

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

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

Cassien Habyarimana, Martin Singull and 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, 2017, 6(1), 45-49.
   Fulltext  PDF  

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

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

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

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

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

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

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

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

Martin Ohlson, M. Rauf Ahmad and Dietrich von Rosen
  The Multilinear Normal Distribution: Introduction and Some Basic Properties
  Journal of Multivariate Analysis, 2013, 113(S1), 37-47.
 Web of Science® Times Cited: 5

M. Rauf Ahmad, Dietrich von Rosen and Martin Singull
  A note on mean testing for high dimensional multivariate data under non-normality
  Statistica neerlandica (Print), 2013, 67(1), 81-99.
   Fulltext  PDF  
 Web of Science® Times Cited: 4

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

Martin Ohlson, M. Rauf Ahmad and Dietrich von Rosen
  More on the Kronecker Structured Covariance Matrix
  Communications in Statistics - Theory and Methods, 2012, 41(13-14), 2512-2523.
   Fulltext  PDF  
 Web of Science® Times Cited: 4

Joseph Nzabanita, Martin Singull and 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, 2012, 16(1), 13-32.

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

Martin Ohlson, Zhanna Andrushchenko and Dietrich von Rosen
  Explicit Estimators under m-Dependence for a Multivariate Normal Distribution
  Annals of the Institute of Statistical Mathematics, 2011, 63(1), 29-42.
   Fulltext  PDF  
 Web of Science® Times Cited: 2

Martin Ohlson and Dietrich von Rosen
  Explicit Estimators of Parameters in the Growth Curve Model with Linearly Structured CovarianceMatrices
  Journal of Multivariate Analysis, 2010, 101(5), 1284-1295.
   Fulltext  PDF  
 Web of Science® Times Cited: 3

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

Conference Proceedings

Vladimir Kozlov, Martin Ohlson and Dietrich von Rosen
  Proceedings of Workshops on Inverse Problems, Data, Mathematical Statistics and Ecology
  LiTH-MAT-R, 2011:11, Linköping University Electronic Press, 2011.


  Fulltext PDF

Conference Articles

Martin Ohlson and 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.


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


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


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


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


Martin Ohlson
  Distribution of Quadratic Forms
  MatTriad 2007 - Bedlewo, Poland, 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.


Ph.D. Theses

Innocent Ngaruye
  Contributions to Small Area Estimation: Using Random Effects Growth Curve Model
  2017.


  Fulltext PDF

Joseph Nzabanita
  Bilinear and Trilinear Regression Models with Structured Covariance Matrices
  2015.


  Fulltext PDF

Jolanta Maria Pielaszkiewicz
  Contributions to High–Dimensional Analysis under Kolmogorov Condition
  2015.


  Fulltext PDF

Martin Ohlson
  Studies in Estimation of Patterned Covariance Matrices
  2009.


  Fulltext PDF

Licentiate Theses

Emanuel Evarest Sinkwembe
  Modelling Weather Dynamics for Weather Derivatives Pricing
  2017.


  Fulltext PDF

Innocent Ngaruye
  Small Area Estimation for Multivariate Repeated Measures Data
  2014.


  Fulltext PDF

Jolanta Pielaszkiewicz
  On the asymptotic spectral distribution of random matrices: Closed form solutions using free independence
  2013.


  Fulltext PDF

Joseph Nzabanita
  Estimation in Multivariate Linear Models with Linearly Structured Covariance Matrices
  2012.


  Fulltext PDF

Martin Ohlson
  Testing spatial independence using a separable covariance matrix
  2007.


Reports

Emanuel Evarest Sinkwembe, Fredrik Berntsson, Martin Singull and Xiangfeng Yang
  Weather derivatives pricing using regim switching models
  LiTH-MAT-R, 2017/04, 2017.


  Fulltext PDF

Innocent Ngaruye, Dietrich von Rosen and Martin Singull
  Small area estimation under a multivariate linear model for incomplete repeated measures data
  LiTH-MAT-R, 2017:06, 2017.


  Fulltext PDF

Innocent Ngaruye, Dietrich von Rosen and Martin Singull
  Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
  LiTH-MAT-R, 2017:05, 2017.


  Fulltext PDF

Innocent Ngaruye, Dietrich von Rosen and Martin Singull
  Small area estimation with missing data using a multivariate linear random effects model
  LiTH-MAT-R, 2017:07, 2017.


  Fulltext PDF

Emanuel Evarest, Fredrik Berntsson, Martin Singull and Wilson Charles
  Regime Switching models on Temperature Dynamics
  LiTH-MAT-R, 2016:12, 2016.


  Fulltext PDF

Muni S. Srivastava and Martin Singull
  Testing Some Covariance Structures under a Growth Curve Model in High Dimension
  LiTH-MAT-R, 2015:03, 2015.


  Fulltext PDF

Jolanta Pielaszkiewicz, Dietrich von Rosen and Martin Singull
  Recursive formula for E(∏i Tr{(WΣ-1)mi}), where W~Wp(∑; n) in finite and asymptotic regime
  LiTH-MAT-R, 2015:04, 2015.


  Fulltext PDF

Joseph Nzabanita, Dietrich von Rosen and Martin Singull
  Maximum Likelihood Estimation in the Tensor Normal Model with a Structured Mean
  LiTH-MAT-R, 2015-:08, 2015.


  Fulltext PDF

Joseph Nzabanita, Dietrich von Rosen and Martin Singull
  Extended GMANOVA Model with a Linearly Structured Covariance Matrix
  LiTH-MAT-R, 2015:07, 2015.


  Fulltext PDF

Jolanta Pielaszkiewicz and Martin Singull
  Closed Form of the Asymptotic Spectral Distribution of Random Matrices Using Free Independence
  LiTH-MAT-R, 2015:12, 2015.


  Fulltext PDF

Innocent Ngaruye, Joseph Nzabanita, Dietrich von Rosen and Martin Singull
  Small Area Estimation under a Multivariate Linear Model for Repeated Measures Data
  LiTH-MAT-R, 2015:09, 2015.


  Fulltext PDF

Muni S. Srivastava and Martin Singull
  Test for the mean matrix in a Growth Curve model for high dimensions
  LiTH-MAT-R, 2014:13, 2014.


  Fulltext PDF

Jolanta Pielaszkiewicz, Dietrich von Rosen and Martin Singull
  On Free Moments and Free Cumulants
  LiTH-MAT-R, 2014:05, 2014.


  Fulltext PDF

Martin Ohlson, M. Rauf Ahmad and Dietrich von Rosen
  More on the Kronecker Structured Covariance Matrix
  LiTH-MAT-R, 11:1, 2011.


  Fulltext PDF

Martin Ohlson, M. Rauf Ahmad and Dietrich von Rosen
  The Multilinear Normal Distribution:Introduction and Some Basic Properties
  LiTH-MAT-R, 2011:2, 2011.


  Fulltext PDF

M. Rauf Ahmad, Martin Ohlson and Dietrich von Rosen
  A U-statistics Based Approach to Mean Testing for High Dimensional Multivariate Data Under Non-normality
  LiTH-MAT-R, 2011:16, 2011.


M. Rauf Ahmad, Martin Ohlson and Dietrich von Rosen
  Some Tests of Covariance Matrices for High Dimensional Multivariate Data
  LiTH-MAT-R, 2011:13, 2011.


Martin Ohlson and Timo Koski
  The Likelihood Ratio Statistic for Testing Spatial Independence using a Separable Covariance Matrix
  LiTH-MAI-R, 2009:06, 2009.


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


Martin Ohlson, Zhanna Andrushchenko and 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, 3, 2008.


Zhanna Andrushchenko, Martin Ohlson and Dietrich von Rosen
  Estimation of banded covariance matrices in a multivariate normal distribution
  Research report / Centre of Biostochastics, 2, 2008.


* Social media data based on publications from 2011 to present and with a DOI; data delivered by Altmetric.com.

 



Responsible for this page: Peter Berkesand
Last updated: 2017-02-21