Person:177402: Difference between revisions

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Person:177402
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m AuthorDisambiguator moved page James R. Schott to James R. Schott: Duplicate
 
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Latest revision as of 14:44, 8 December 2023

Available identifiers

zbMath Open schott.james-rMaRDI QIDQ177402

List of research outcomes

PublicationDate of PublicationType
Some tests for the allometric extension model in regression2017-08-23Paper
https://portal.mardi4nfdi.de/entity/Q28164142016-08-22Paper
On a robustness property of the Rayleigh and Bingham tests of uniformity2016-04-22Paper
Tests for Kronecker envelope models in multilinear principal components analysis2014-12-22Paper
On the likelihood ratio test for envelope models in multivariate linear regression2014-04-22Paper
An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix2013-01-31Paper
A note on maximum likelihood estimation for covariance reducing models2012-09-18Paper
https://portal.mardi4nfdi.de/entity/Q35802952010-08-12Paper
Reduced-rank estimation of the difference between two covariance matrices2010-01-22Paper
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes2009-06-02Paper
Testing equality of covariance matrices when data are incomplete2009-05-29Paper
Testing for complete independence in high dimensions2008-12-10Paper
A test for independence of two sets of variables when the number of variables is large relative to the sample size2008-11-25Paper
Some high-dimensional tests for a one-way MANOVA2008-03-05Paper
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes2007-08-01Paper
Testing the equality of correlation matrices when sample correlation matrices are dependent2007-06-26Paper
A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix2006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q46580762005-03-15Paper
Weighted chi-squared tests for partial common principal component subspaces2004-03-16Paper
Distributions on spheres and random variables distributed on the interval \((-1,1)\).2004-02-14Paper
Kronecker product permutation matrices and their application to moment matrices of the normal distribution2003-12-04Paper
Testing for elliptical symmetry in covariance matrix based analyses.2003-05-07Paper
Some tests for the equality of covariance matrices2001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q27368812001-09-11Paper
Partial common principal component subspaces2000-08-24Paper
Estimating correlation matrices that have common eigenvectors.1998-08-13Paper
Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis1997-11-18Paper
Dimensionality reduction in quadratic discriminant analysis1997-08-31Paper
Eigenprojections and the equality of latent roots of a correlation matrix1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q43317831997-02-06Paper
Testing for the equality of several correlation matrices1996-09-18Paper
Determining the Dimensionality in Sliced Inverse Regression1994-06-01Paper
Some tests for common principal component subspaces in several groups1993-01-17Paper
Testing for the redundancy of variables in principal components analysis1992-06-25Paper
A Test for a Specific Principal Component of a Correlation Matrix1991-01-01Paper
Canonical mean projections and confidence regions in canonical variate analysis1990-01-01Paper
An adjustment for a test concerning a principal component subspace1989-01-01Paper
Common principal component subspaces in two groups1988-01-01Paper
Testing the equality of the smallest latent roots of a correlation matrix1988-01-01Paper
An improved chi-squared test for a principal component1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37802881987-01-01Paper
A note on the critical values used in stepwise tests for multiplicative components of interaction1986-01-01Paper
Tests concerning two non-isotropic principal components1986-01-01Paper
Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253581985-01-01Paper
A multivariate one-way classification model with random effects1984-01-01Paper
Optimal bounds for the distributions of some test criteria for tests of dimensionality1984-01-01Paper

Research outcomes over time


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