The following pages link to (Q3796553):
Displaying 50 items.
- Multidimensional adaptive testing (Q109963) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
- A conversation with Professor Tadeusz Caliński (Q254472) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output (Q284204) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Are more data always better for factor analysis? (Q291634) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Limit theorems for beta-Jacobi ensembles (Q358145) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Dependence structures and asymptotic properties of Baker's distributions with fixed marginals (Q389256) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Rotational uniqueness conditions under oblique factor correlation metric (Q418409) (← links)
- Distribution of the product of determinants of noncentral bimatrix beta variates (Q432301) (← links)
- Selecting the best simulated system with weighted control-variate estimators (Q433634) (← links)
- Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
- Adaptive combination of dependent tests (Q434985) (← links)
- The singular values and vectors of low rank perturbations of large rectangular random matrices (Q444963) (← links)
- The density of the inverse and pseudo-inverse of a random matrix (Q449919) (← links)
- On the construction of all factors of the model for factor analysis (Q463092) (← links)
- Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
- On generalized multivariate analysis of variance (Q468006) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- The depth-design: an efficient generation of high dimensional computer experiments (Q499435) (← links)
- Phase transition on the convergence rate of parameter estimation under an Ornstein-Uhlenbeck diffusion on a tree (Q504087) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Characteristic polynomials of sample covariance matrices (Q548156) (← links)
- Color image canonical correlation analysis for face feature extraction and recognition (Q553801) (← links)
- Efficiency of test for independence after Box--Cox transformation (Q558061) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- A generalized Cramér-Rao analogue for median-unbiased estimators (Q581966) (← links)
- MacArthur's consumer-resource model (Q582228) (← links)
- New equating methods and their relationships with Levine observed score linear equating under the kernel equating framework (Q603169) (← links)
- Covariate selection for identifying the effects of a particular type of conditional plan using causal networks (Q610737) (← links)
- Reconciling alternate methods for the determination of charge distributions: a probabilistic approach to high-dimensional least-squares approximations (Q626481) (← links)
- A nonparametric version of Wilks' lambda -- asymptotic results and small sample approximations (Q634570) (← links)
- On efficient robust first order rotatable designs with autocorrelated error (Q640686) (← links)
- A class of flexible weighted distributions for modelling and analyzing non-normal data (Q640687) (← links)
