The following pages link to (Q3796553):
Displaying 50 items.
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- Robustness Comparison of the Peña–Box Model and the Factor Model to Extract Useful Predictors (Q3006291) (← links)
- Variable Selection in Canonical Discriminant Analysis for Family Studies (Q3008865) (← links)
- Smooth Nonparametric Allocation of Classification (Q3015877) (← links)
- More on the Preliminary Test Estimator in Almost Unbiased Liu Regression (Q3017840) (← links)
- Testing the covariance matrix of the innovation sequence with sensor/actuator fault detection applications (Q3057026) (← links)
- The Performance of the MEWMA Control Chart when Parameters are Estimated (Q3072412) (← links)
- Multivariate one-sided multiple comparison procedure with a control based on the approximate likelihood ratio test (Q3076080) (← links)
- Analyte Identification in Multivariate Calibration (Q3078779) (← links)
- Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated (Q3079003) (← links)
- Bayesian Multiple Testing for Two-Sample Multivariate Endpoints (Q3079076) (← links)
- A Classification Method for Directional Data with Application to the Human Skull (Q3083796) (← links)
- Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test (Q3087572) (← links)
- Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data (Q3107198) (← links)
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix (Q3125792) (← links)
- Testing of homogeneity of diagonal blocks with blockwise independence (Q3135348) (← links)
- Testing independence of several groups of variables (Q3135416) (← links)
- F-probability plot and its application to multivariate normality (Q3135629) (← links)
- A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic (Q3135666) (← links)
- An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables (Q3150404) (← links)
- A Comparison of Methods for Approximating the Mean Eigenvalues of a Random Matrix (Q3155661) (← links)
- Two-sided tests for change in level for correlated data (Q3197128) (← links)
- A correlation-theoretical interpretation of schur analysis (Q3200329) (← links)
- Large deviations of spread measures for Gaussian matrices (Q3302617) (← links)
- Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity (Q3350473) (← links)
- Pooling multivariate data (Q3350511) (← links)
- On testing circular stationary and related models (Q3350513) (← links)
- On a multiple observations model in discriminant analysis (Q3350528) (← links)
- Combination of multiple scores for nonparametric testing in multivariate linear regression set-up (Q3352291) (← links)
- Regression from another angle (Q3352311) (← links)
- Sobre la distribucion exacta del L1(vc) de Votaw (Q3357316) (← links)
- Misspecified<i>T<sup>2</sup></i>tests. i. location and scale (Q3358071) (← links)
- Product-Type Probability Bounds of Higher Order (Q3416056) (← links)
- Combining Univariate Tests for Multivariate Location Problem (Q3424174) (← links)
- Robust estimation for the parameters of multiple-design multivariate linear models under general restriction (Q3432351) (← links)
- A Note on One‐Sided Tests with Multiple Endpoints (Q3435692) (← links)
- A Class of Models for Aggregated Traffic Volume Time Series (Q3435777) (← links)
- A Comparison of Permutation Hotelling's<i>T</i><sup>2</sup>Test and Log-Ratio Test for Analyzing Compositional Data (Q3435990) (← links)
- A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data (Q3436536) (← links)
- Multivariate Regression Trees for Analysis of Abundance Data (Q3442988) (← links)
- Estimating and Validating Nonlinear Regression Metamodels in Simulation (Q3447068) (← links)
- A Note on the Comparison of the Stein Estimator and the James-Stein Estimator (Q3458076) (← links)
- Penalized likelihood and multiple testing (Q4626707) (← links)
- Hierarchical Bayes Estimation of Hunting Success Rates with Spatial Correlations (Q4667450) (← links)
- Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data (Q4667479) (← links)
- Bayesian assessment of dimensionality in reduced rank regression (Q4671010) (← links)
- All Invariant Moments of the Wishart Distribution (Q4677097) (← links)
- Multivariate statistical process control—recent results and directions for future research (Q4850105) (← links)
- MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (Q4870531) (← links)
