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Dive into the research topics where Martin Ohlson is active.

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Featured researches published by Martin Ohlson.


Journal of Multivariate Analysis | 2013

The multilinear normal distribution: Introduction and some basic properties

Martin Ohlson; M. Rauf Ahmad; Dietrich von Rosen

In this paper, the multilinear normal distribution is introduced as an extension of the matrix-variate normal distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also presented. A trilinear example is used to explain the general contents at a simpler level. The estimation of parameters using a flip-flop algorithm is also briefly discussed.


Journal of Multivariate Analysis | 2010

Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices

Martin Ohlson; Dietrich von Rosen

Estimation of parameters in the classical Growth Curve model, when the covariance matrix has some specific linear structure, is considered. In our examples maximum likelihood estimators cannot be obtained explicitly and must rely on optimization algorithms. Therefore explicit estimators are obtained as alternatives to the maximum likelihood estimators. From a discussion about residuals, a simple non-iterative estimation procedure is suggested which gives explicit and consistent estimators of both the mean and the linear structured covariance matrix.


Annals of the Institute of Statistical Mathematics | 2011

Explicit Estimators under m-Dependence for a Multivariate Normal Distribution

Martin Ohlson; Zhanna Andrushchenko; Dietrich von Rosen


Journal of the Japan Statistical Society. Japanese issue | 2010

Profile Analysis for a Growth Curve Model

Martin Ohlson; Muni S. Srivastava


Archive | 2009

Studies in Estimation of Patterned Covariance Matrices

Martin Ohlson


Archive | 2008

Estimation of banded covariance matrices in a multivariate normal distribution

Zhanna Andrushchenko; Martin Ohlson; Dietrich von Rosen


Archive | 2008

Explicit estimators of the parameters in a multivariate normal distribution when the covariance matrix is banded of order m

Martin Ohlson; Zhanna Andrushchenko; Dietrich von Rosen


Archive | 2011

Proceedings of Workshops on Inverse Problems, Data, Mathematical Statistics and Ecology

Vladimir Kozlov; Martin Ohlson; Dietrich von Rosen


Archive | 2011

Some Tests of Covariance Matrices for High Dimensional Multivariate Data

M. Rauf Ahmad; Martin Ohlson; Dietrich von Rosen


Archive | 2011

A U-statistics Based Approach to Mean Testing for High Dimensional Multivariate Data Under Non-normality

M. Rauf Ahmad; Martin Ohlson; Dietrich von Rosen

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Dietrich von Rosen

Swedish University of Agricultural Sciences

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M. Rauf Ahmad

Swedish University of Agricultural Sciences

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Zhanna Andrushchenko

Swedish University of Agricultural Sciences

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