The following pages link to (Q3716064):
Displayed 50 items.
- Asymptotics for testing hypothesis in some multivariate variance components model under non-normality (Q2581515) (← links)
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
- Estimation of the covariance matrix with two-step monotone missing data (Q2811403) (← links)
- A Variable Selection Criterion for Two Sets of Principal Component Scores in Principal Canonical Correlation Analysis (Q2839073) (← links)
- Pairwise comparisons for parallel profile models with mixed effects (Q2913238) (← links)
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
- A Logic Programming and Expert Statistical Systems Approach for Tissue Characterization in Magnetic Resonance Imaging (Q3033598) (← links)
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA (Q3043543) (← links)
- Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data (Q3107198) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
- Heteroscedastic Discriminant Analysis with Expert Systems and NMR Applications (Q3197141) (← links)
- Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis (Q3378034) (← links)
- The Multivariate Tukey-Kramer Multiple Comparison Procedure Among Four Correlated Mean Vectors (Q3605828) (← links)
- Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension (Q3652713) (← links)
- Validation of Simulation Models via Simultaneous Confidence Intervals (Q3678472) (← links)
- Multivariate Simulation Output Analysis (Q3687678) (← links)
- The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application (Q3805657) (← links)
- A general treatment for selecting the best of several multivariate normal populations (Q3809025) (← links)
- Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t<sup>2</sup>statlstics under normality (Q4240726) (← links)
- Asymptotic Expansions for the Studentized Best Linear Discriminant Function Under Two Elliptical Populations (Q4240880) (← links)
- Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data (Q4240884) (← links)
- Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301) (← links)
- Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (Q4311484) (← links)
- Extended growth curve models with random-effects covariance structures (Q4337140) (← links)
- Generalized linear models for beta correlated binary longitudinal data (Q4346830) (← links)
- Effect of a Shrinkage Estimator on the Linear Discriminant Function (Q4353736) (← links)
- A Note on the Conservative Multivariate Tukey-Kramer Multiple Comparison Procedure (Q4353741) (← links)
- A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics (Q4353744) (← links)
- Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis (Q4353746) (← links)
- Adjustment of Bartlett Type to Hotelling's<i>T</i><sup>2</sup>-Statistic Under Elliptical Distributions (Q4353747) (← links)
- Approximated confidence regions in multivariate linear calibration (Q4387671) (← links)
- A FORMULA FOR NORMALIZING TRANSFORMATION OF SOME STATISTICS (Q4540712) (← links)
- LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL (Q4541770) (← links)
- Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis (Q4641658) (← links)
- The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions (Q4715606) (← links)
- Siotani's Contributions to Multivariate Statistical Analysis (Q4715607) (← links)
- Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference I–Presentation of the Problem, Illustrated by the T<sup>2</sup>-Test (Q4715608) (← links)
- Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model (Q4715611) (← links)
- An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613) (← links)
- SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITH<i>k</i>HIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES (Q4792115) (← links)
- Understanding Influence in Multivariate Regression (Q4798096) (← links)
- In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling) (Q4842693) (← links)
- The effects on the distributions of sample canonical correlations under nonnormality (Q4843672) (← links)
- Testing the equality of regression matrices when some additional data sets are available (Q4844135) (← links)
- Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments (Q4862770) (← links)
- (Q5011438) (← links)
- Testing equality of mean vectors in a one-way MANOVA with monotone missing data (Q5076967) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis (Q5087993) (← links)
- Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample (Q5419670) (← links)