Tõnu Kollo

University of Tartu — EE

Mathematics · Physical Sciences

12h-index997citations46works1.02yr avg
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Research Topics

Statistical Distribution Estimation and Applications(14), Bayesian Methods and Mixture Models(13), Random Matrices and Applications(11), Advanced Statistical Methods and Models(11), Matrix Theory and Algorithms(7)

Publications46 total

Bias in genome-wide association test statistics due to omitted interactions
2025Open Access
Covariance structure tests for multivariate t-distribution
Statistical Papers·2024· 2 citedOpen Access
Professor Heinz Neudecker and matrix differential calculus
Statistical Papers·2023· 8 cited
Foreword
Journal of Multivariate Analysis·2021
Multivariate Skew t-Distribution: Asymptotics for Parameter Estimators and Extension to Skew t-Copula
Symmetry·2021· 8 citedOpen Access
From Normality to Skewed Multivariate Distributions: A Personal View
Contributions to statistics·2021· 1 cited
On Testing Structures of the Covariance Matrix: A Non-normal Approach
Contributions to statistics·2021
Covariance Structure Tests for t-distribution
2020· 1 cited
Performance evaluation of Monte Carlo simulation: case study of Monte Carlo approximation versus analytical solution for a chi-squared distribution
Measurement Science and Technology·2019· 1 cited
Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
Communication in Statistics- Theory and Methods·2017· 3 cited
Hypotheses Testing on Covariance Structures : Comparison of likelihood ratio test, Rao's score test and Wald's score test
2016
Tail dependence of skew <i>t</i>-copulas
Communications in Statistics - Simulation and Computation·2015· 11 cited
Multivariate Statistics: Theory and Applications
WORLD SCIENTIFIC eBooks·2013· 4 cited
From Multivariate Skewed Distributions to Copulas
2013· 6 cited
NON-NULL DISTRIBUTION OF LÄUTER'S F-STATISTIC: A SIMULATION STUDY
2012
Risk Modeling for Future Cash Flow Using Skew<i>t</i>-Copula
Communication in Statistics- Theory and Methods·2011· 7 cited
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Journal of Multivariate Analysis·2011· 61 cited
Estimation in High-Dimensional Analysis and Multivariate Linear Models
Communication in Statistics- Theory and Methods·2011· 3 cited
Risk Modeling for Future Cash Flow Using Skew t-Copula
publication.editionName·2011· 2 cited
Parameter Estimation and Application of the Multivariate Skew t-Copula
Lecture notes in statistics·2010· 25 cited
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Frequent Co-authors

Dietrich von Rosen(12), Anne Selart(5), Heinz Neudecker(4), E.-M. Tiit(4), Marju Valge(4), Muni S. Srivastava(3), Gaida Pettere(3), Hannu Niemi(2), Anu Roos(2), Meelis Käärik(2), Anne-Mai Parring(2), Kaire Ruul(1), Shuangzhe Liu(1), Götz Trenkler(1), Oskar Maria Baksalary(1), Mani Srivastava(1), D. Vonrosen(1), Helle Visk(1), Kai‐Tai Fang(1), Tatjana von Rosen(1)