scientific article

zbMath0651.62041MaRDI QIDQ3796553

T. W. Anderson

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)

Related Items (only showing first 100 items - show all)

Pooling multivariate data under W, LR and LM tests ⋮ Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications ⋮ Bayesian point estimation of the cointegration space ⋮ Asymptotic normality of a generalized maximum mean discrepancy estimator ⋮ On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Bayesian estimation of the precision matrix with monotone missing data ⋮ Finite sample multivariate structural change tests with application to energy demand models ⋮ A long-run pure variance common features model for the common volatilities of the Dow Jones ⋮ Are more data always better for factor analysis? ⋮ The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity ⋮ Breaks and persistency: macroeconomic causes of stock market volatility ⋮ Evaluating latent and observed factors in macroeconomics and finance ⋮ High-dimensional analysis of semidefinite relaxations for sparse principal components ⋮ Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory ⋮ Factor analysis models via I-divergence optimization ⋮ EWMA charts for monitoring the mean and the autocovariances of stationary processes ⋮ How many entries of a typical orthogonal matrix can be approximated by independent normals? ⋮ The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM ⋮ Edgeworth expansion of Wilks' lambda statistic ⋮ Statistical inference for independent component analysis: application to structural VAR models ⋮ Structural vector autoregressive analysis for cointegrated variables ⋮ Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants ⋮ Limit theorems for beta-Jacobi ensembles ⋮ On the sphericity test with large-dimensional observations ⋮ Discrimination and scoring using small sets of genes for two-sample microarray data ⋮ New equating methods and their relationships with Levine observed score linear equating under the kernel equating framework ⋮ Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables ⋮ Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic ⋮ Panel data models with multiple time-varying individual effects ⋮ Covariate selection for identifying the effects of a particular type of conditional plan using causal networks ⋮ Dependence structures and asymptotic properties of Baker's distributions with fixed marginals ⋮ Correlated variables in regression: clustering and sparse estimation ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Reconciling alternate methods for the determination of charge distributions: a probabilistic approach to high-dimensional least-squares approximations ⋮ Improved estimators in some linear errors-in-variables models in finite samples ⋮ The inadmissibility of the 2SLS estimator in linear structural equations ⋮ Some dominance theorems on the double-\(k\) class estimator in linear models ⋮ The informational gain from Stein and hierarchial Stein estimators ⋮ Rotational uniqueness conditions under oblique factor correlation metric ⋮ On the asymptotic normality of kernel estimators of the long run covariance of functional time series ⋮ A nonparametric version of Wilks' lambda -- asymptotic results and small sample approximations ⋮ Distribution of the product of determinants of noncentral bimatrix beta variates ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Robustifying principal component analysis with spatial sign vectors ⋮ Adaptive combination of dependent tests ⋮ On efficient robust first order rotatable designs with autocorrelated error ⋮ A class of flexible weighted distributions for modelling and analyzing non-normal data ⋮ The singular values and vectors of low rank perturbations of large rectangular random matrices ⋮ Parametric scalp mapping and inference via spatially smooth linear models for mismatch negativity studies ⋮ Covariate selection for identifying the causal effects of stochastic interventions using causal networks ⋮ The density of the inverse and pseudo-inverse of a random matrix ⋮ Application of a delta-method for random operators to testing equality of two covariance operators ⋮ Correlation-based incremental visual tracking ⋮ On the construction of all factors of the model for factor analysis ⋮ Concise formulas for the standard errors of component loading estimates ⋮ Fisher information in window censored renewal process data and its applications ⋮ A variance formula related to a quantum conductance problem ⋮ On generalized multivariate analysis of variance ⋮ Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension ⋮ Robust recovery of multiple subspaces by geometric \(l_{p}\) minimization ⋮ Unexplained factors and their effects on second pass \(R\)-squared's ⋮ On the computation of the distribution of the square of the sample multiple correlation coefficient ⋮ Classification using splines ⋮ The depth-design: an efficient generation of high dimensional computer experiments ⋮ Selection of variables, and assessment of their performance, in mixed-variable discriminant analysis ⋮ Phase transition on the convergence rate of parameter estimation under an Ornstein-Uhlenbeck diffusion on a tree ⋮ On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators ⋮ Cleaning large correlation matrices: tools from random matrix theory ⋮ Asymptotic expansions for the standardized and Studentized estimates in the growth curve model ⋮ An experimental evaluation of neural networks for classification ⋮ Heavy tails of OLS ⋮ Testing for weak identification in possibly nonlinear models ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II: The heterogeneous case ⋮ Robust estimation of AR coefficients under simultaneously influencing outliers and missing values ⋮ Characteristic polynomials of sample covariance matrices ⋮ Color image canonical correlation analysis for face feature extraction and recognition ⋮ Efficiency of test for independence after Box--Cox transformation ⋮ An exact D-dimensional Tsallis random number generator for generalized simulated annealing ⋮ A graphical chain model for inferring regulatory system networks from gene expression profiles ⋮ An efficient nonparametric test for bivariate two-sample location problem ⋮ Wishart ratios with dependent structure: New members of the bimatrix beta type IV ⋮ On \(D\)-optimal robust designs for lifetime improvement experiments ⋮ Applying multivariate techniques to high-dimensional temporally correlated fMRI data ⋮ Multidimensional adaptive testing ⋮ A class of tests for a general covariance structure ⋮ A generalized Cramér-Rao analogue for median-unbiased estimators ⋮ MacArthur's consumer-resource model ⋮ Adjusting for confounders in cross-correlation analysis: an application to resting state networks ⋮ Hypothesis testing for independence under blocked compound symmetric covariance structure ⋮ A novel scale-invariant, dynamic method for hierarchical clustering of data affected by measurement uncertainty ⋮ An adaptable generalization of Hotelling's $T^2$ test in high dimension ⋮ On estimation of discriminant coefficients ⋮ On a likelihood ratio test for independence ⋮ The expected values of zonal polynomials of elliptically contoured distributions ⋮ Noniterative estimation and the choice of the number of factors in exploratory factor analysis ⋮ Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process ⋮ Bayes model selection with path sampling: factor models and other examples ⋮ A conversation with Professor Tadeusz Caliński ⋮ Highly accurate likelihood analysis for the seemingly unrelated regression problem

This page was built for publication: