The following pages link to (Q3716064):
Displayed 50 items.
- A class of tests for a general covariance structure (Q581964) (← links)
- An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions (Q842960) (← links)
- Error bounds for asymptotic expansions of Wilks' lambda distribution (Q855902) (← links)
- Edgeworth expansion of Wilks' lambda statistic (Q855903) (← links)
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
- Inference on covariance matrices under rank restrictions (Q913413) (← links)
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
- Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- On the conservative simultaneous confidence procedures for multiple comparisons among mean vectors (Q947246) (← links)
- Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)
- Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited (Q956741) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- On the permutation test in canonical correlation analysis (Q959298) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
- Improved confidence regions for a mean vector under general conditions (Q1010445) (← links)
- Correlation analysis of principal components from two populations (Q1020134) (← links)
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
- Effects of transformations in higher order asymptotic expansions (Q1086942) (← links)
- Comparison of powers of a class of tests for multivariate linear hypothesis and independence (Q1102666) (← links)
- Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models (Q1268007) (← links)
- On some multivariate gamma distributions connected with spanning trees (Q1336532) (← links)
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
- A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382) (← links)
- A test for population collinearity. A Kullback-Leibler information approach (Q1373389) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)
- Tests for a family of random-effects covariance structures in a multivariate growth curve model (Q1378801) (← links)
- Inequalities associated with intra-inter-class correlation matrices. (Q1421871) (← links)
- The inversion of correlation matrix for MA(1) process (Q1431934) (← links)
- Approximation of the non-null distribution of generalized \(T^2\)-statistics (Q1595136) (← links)
- Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
- Multivariate exponential families and the Taguchi loss function (Q1818786) (← links)
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality (Q1866236) (← links)
- Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics (Q1877006) (← links)
- Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures (Q1881084) (← links)
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models (Q1881417) (← links)
- One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
- Transformations with improved chi-squared approximations (Q1975526) (← links)
- A new confidence interval for all characteristic roots of a covariance matrix (Q2271699) (← links)
- Principal component analysis with external information on both subjects and variables (Q2277715) (← links)
- Integral representations and approximations for multivariate gamma distributions (Q2457969) (← links)
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition (Q2489765) (← links)
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133) (← links)
- Statistical inference for location and scale of elliptically contoured models with monotone missing data (Q2495829) (← links)
- On some tests of the covariance matrix under general conditions (Q2502129) (← links)