Hide menu
A complete list with all types of publications can be found at DiVa - Linköping University.

Article in journal (Refereed)

  1. Evarest, E., Berntsson, F., Singull, M. and Charles, W. (2017). Regime switching models on temperature dynamics. International Journal of Applied Mathematics and Statistics 56(2):19-36.
  2. Habyarimana, C., Singull, M. and Nzabanita, J. (2017). 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.
  3. Pielaszkiewicz, J. and von Rosen, D. and Singull, M. (2017). On $E\big[\prod_{i=0}^k tr\{W^{m_i}\} \big]$, where $W\sim\mathcal{W}_p(I,n)$. Communications in Statistics - Theory and Methods 46(6):2990-3005.
  4. Srivastava, M. S. and Singull, M. (2017). Test for the mean matrix in a Growth Curve model for high dimensions. Communications in Statistics - Theory and Methods 46(13):6668-6683.
  5. Srivastava, M. S. and Singull, M. (2016). Testing sphericity and intraclass covariance structures under a Growth Curve model in high dimension. Accepted for publication in Communications in Statistics - Simulation and Computation.
  6. Ngaruye, I., von Rosen, D. and Singull, M. (2016). Crop yield estimation at district level for agricultural seasons 2014 in Rwanda. African Journal of Applied Statistics 3(1):69-90.
  7. Ngaruye, I., Nzabanita, J., von Rosen, D. and Singull, M. (2016). Small Area Estimation under a multivariate linear model for repeated measures Data. Accepted for publication in Communications in Statistics - Theory and Methods.
  8. Nzabanita, J., von Rosen, D. and Singull, M. (2015). Bilinear regression model with Kronecker and linear structures for the covariance matrix. Afrika Statistika 10(2):827-837.
  9. Nzabanita, J. and von Rosen, D. and Singull, M. (2015). Extended GMANOVA model with a linearly structured covariance matrix. Mathematical Methods of Statistics 24(4):280-291.
  10. Karlsson, E. and Singull, M. (2015). More on explicit estimators for a banded covariance matrix. Acta et Commentationes Universitatis Tartuensis de Mathematica 19(1):49-62.
  11. Pielaszkiewicz, J., von Rosen, D. and Singull, M. (2014). Cumulant-moment relation in free probability theory. Acta et Commentationes Universitatis Tartuensis de Mathematica 18(2):265-278.
  12. Ohlson, M., Ahmad, M. R. and von Rosen, D. (2013). The multilinear normal distribution: introduction and some basic properties. Journal of Multivariate Analysis 113:37-47.
  13. Ahmad, M. R. and von Rosen, D. and Singull, M. (2013). A note on mean testing for high dimensional multivariate data under non-normality. Statistica Neerlandica 67(1):81-99.
  14. Srivastava, M. S. and Singull, M. (2012). Profile analysis with random-effects covariance structure. Journal of the Japan Statistical Society (JJSS) 42(2):145-164.
  15. Nzabanita, J., von Rosen, D. and Singull, M. (2012). Estimation of parameters in the extended Growth Curve model with linearly structured covariance matrix. Acta et Commentationes Universitatis Tartuensis de Mathematica 16(1):13 - 32.
  16. Singull, M. and Koski, T. (2012). On the distribution of matrix quadratic forms. Communications in Statistics - Theory and Methods 41(18):3403 - 3415.
  17. Singull, M., Ahmad, M. R. and von Rosen, D. (2012). More on the Kronecker structured covariance matrix. Communications in Statistics - Theory and Methods 41(13-14):2512 - 2523.
  18. Ohlson, M., Andrushchenko, Z. and von Rosen, D. (2011). Explicit estimators under m-dependence for a multivariate normal distribution. Annals of the Institute of Statistical Mathematics (AISM) 63(1):29-42.
  19. Ohlson, M. and Srivastava, M. S. (2010). Profile analysis for a Growth Curve model. Journal of the Japan Statistical Society (JJSS) 40(1):1-21.
  20. Ohlson, M. and von Rosen, D. (2010). Explicit Estimators of Parameters in the Growth Curve model with linearly structured covariance matrices. Journal of Multivariate Analysis (JMVA) 101(5):1284-1295.

Conference paper (Refereed)

  1. Pielaszkiewicz J., von Rosen D., and Singull M. (2017). Testing Independence via Spectral Moments. In: Bebiano N. (eds) Applied and Computational Matrix Analysis. MAT-TRIAD 2015. Springer Proceedings in Mathematics & Statistics, vol 192. Springer, Cham

Working manuscripts (pre-prints available upon request)

Submitted.
  1. Ngaruye, I., von Rosen, D. and Singull, M. (2017). Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data. Submitted May 2017.
  2. Ngaruye, I., von Rosen, D. and Singull, M. (2017). Small area estimation with missing data using a multivariate linear random effects model. Submitted May 2017.
  3. Coelho, C. A. and Singull, M. (2017). Testing for double complete symmetry. Submitted May 2017.
  4. with Evarest, E., Berntsson, F., Singull, M. and Yang, X. (2017). Weather Derivatives Pricing Using Regime Switching Model. Submitted January 2017.
Working papers.
  • with Nzabanita, J. and von Rosen, D. (--). Maximum likelihood estimation in the tensor normal model with a structured mean.
  • with Berntsson, F. (--). Explicit estimators under m-dependence for a multivariate normal distribution.
  • with Klein, D. and Zezula, I. (--). Estimators of serial covariance parameters in multivariate linear models.
  • with Klein, D. (--). Block T^2-test for testing the mean in a multivariate normal distribution.
  • with Fonseca, M. (--). Growth curve model with orthogonal covariance structure.

Thesis



Page responsible: martin.singull@liu.se
Last updated: 2017-08-27