The following pages link to (Q4420195):
Displaying 50 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Searching for a source of difference in graphical models (Q88388) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics (Q104865) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Multilevel dimensionality-reduction methods (Q257411) (← links)
- The correlated Jacobi and the correlated Cauchy-Lorentz ensembles (Q266781) (← links)
- Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix (Q286465) (← links)
- Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean (Q290695) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- On the incommensurability phenomenon (Q333335) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects (Q386770) (← links)
- Efficient computational algorithm for optimal allocation in regression models (Q390453) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Identity tests for high dimensional data using RMT (Q391630) (← links)
- Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices (Q391804) (← links)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- Error rates in classification of multivariate Gaussian random field observation (Q392975) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204) (← links)
- A central limit theorem for projections of the cube (Q398780) (← links)
- A derivation of anti-Wishart distribution (Q406522) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106) (← links)
- On surface integrals related to distributions of random matrices (Q414038) (← links)
- Assessing the accuracy of sequential Gaussian simulation and cosimulation (Q416066) (← links)
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
- Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure (Q434937) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Multiple testing and error control in Gaussian graphical model selection (Q449776) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample (Q458650) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices (Q476247) (← links)
- Complete monotonicity for inverse powers of some combinatorially defined polynomials (Q483372) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Distance estimation in numerical data sets with missing values (Q497221) (← links)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
