The following pages link to (Q3796553):
Displaying 50 items.
- Parametric scalp mapping and inference via spatially smooth linear models for mismatch negativity studies (Q643366) (← links)
- Covariate selection for identifying the causal effects of stochastic interventions using causal networks (Q643394) (← links)
- Application of a delta-method for random operators to testing equality of two covariance operators (Q647757) (← links)
- Correlation-based incremental visual tracking (Q650956) (← links)
- Fisher information in window censored renewal process data and its applications (Q652592) (← links)
- A variance formula related to a quantum conductance problem (Q653166) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Robust recovery of multiple subspaces by geometric \(l_{p}\) minimization (Q661178) (← links)
- On the computation of the distribution of the square of the sample multiple correlation coefficient (Q671334) (← links)
- Classification using splines (Q671478) (← links)
- Selection of variables, and assessment of their performance, in mixed-variable discriminant analysis (Q673737) (← links)
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
- Asymptotic expansions for the standardized and Studentized estimates in the growth curve model (Q689384) (← links)
- An experimental evaluation of neural networks for classification (Q690022) (← links)
- Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II: The heterogeneous case (Q700136) (← links)
- An exact D-dimensional Tsallis random number generator for generalized simulated annealing (Q709939) (← links)
- A graphical chain model for inferring regulatory system networks from gene expression profiles (Q713675) (← links)
- An efficient nonparametric test for bivariate two-sample location problem (Q713823) (← links)
- Wishart ratios with dependent structure: New members of the bimatrix beta type IV (Q716438) (← links)
- On \(D\)-optimal robust designs for lifetime improvement experiments (Q719467) (← links)
- Applying multivariate techniques to high-dimensional temporally correlated fMRI data (Q719473) (← links)
- Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
- Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
- A novel scale-invariant, dynamic method for hierarchical clustering of data affected by measurement uncertainty (Q724539) (← links)
- On estimation of discriminant coefficients (Q753349) (← links)
- On a likelihood ratio test for independence (Q758050) (← links)
- The expected values of zonal polynomials of elliptically contoured distributions (Q804068) (← links)
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524) (← links)
- Pooling multivariate data under W, LR and LM tests (Q819425) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Asymptotic normality of a generalized maximum mean discrepancy estimator (Q826709) (← links)
- Bayesian estimation of the precision matrix with monotone missing data (Q831324) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory (Q844582) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- How many entries of a typical orthogonal matrix can be approximated by independent normals? (Q850976) (← links)
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265) (← links)
- Discrimination and scoring using small sets of genes for two-sample microarray data (Q876057) (← links)
- Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables (Q880253) (← links)
- Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic (Q880263) (← links)
- Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
- Improved estimators in some linear errors-in-variables models in finite samples (Q899780) (← links)
- The inadmissibility of the 2SLS estimator in linear structural equations (Q899851) (← links)
- Some dominance theorems on the double-\(k\) class estimator in linear models (Q899883) (← links)
- The informational gain from Stein and hierarchial Stein estimators (Q899927) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
