Pages that link to "Item:Q5439652"
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The following pages link to Multivariate Theory for Analyzing High Dimensional Data (Q5439652):
Displayed 23 items.
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- A model selection criterion for discriminant analysis of high-dimensional data with fewer observations (Q451193) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
- Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
- Minimum distance classification rules for high dimensional data (Q855920) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145) (← links)
- Analysis of high-dimensional repeated measures designs: the one sample case (Q961127) (← links)
- Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
- Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- Doubly singular matrix variate beta type I and II and singular inverted matricvariate \(t\) distributions (Q2510705) (← links)
- Tests for mean vectors in high dimension (Q2870766) (← links)
- A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size (Q2920046) (← links)
- Two-Stage Procedures for High-Dimensional Data (Q3106536) (← links)