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Ingram Olkin

Researcher at Stanford University

Publications -  288
Citations -  79100

Ingram Olkin is an academic researcher from Stanford University. The author has contributed to research in topics: Multivariate statistics & Multivariate normal distribution. The author has an hindex of 79, co-authored 288 publications receiving 74131 citations. Previous affiliations of Ingram Olkin include University of British Columbia & Michigan State University.

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Multivariate Distributions of Directional Wind Speeds

TL;DR: In this paper, a method is presented for calculating failure probability by using directional wind speed data as obtained from weather station records, taking advantage of the weak correlations found among wind speeds from different directions and the property of extreme value random variables that zero correlation implies statistical independence.
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A matrix variance inequality

TL;DR: In this article, an inequality for the covariance matrix of k functions, which leads to a matrix inequality in the sense of Loewner, is presented, which is a special case of the generalized inequality.
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Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space

TL;DR: In this paper, the authors consider likelihood ratio tests of the hypotheses Hr sub mvc and hr sub vc against general alternatives H, where they constrain the common correlation to lie in an interval rho sub 0 = or < rho < 1.
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On the bias of functions of characteristic roots of a random matrix

TL;DR: In this paper, a wide class of inequalities between EA(Z) and A(EZ) were shown, which can be strengthened by a weakening of the assumption that Z be a symmetric matrix.