The following pages link to (Q4151590):
Displayed 30 items.
- Optimum allocation in multivariate stratified random sampling: a modified Prékopa's approach (Q483218) (← links)
- Refined approximations to permutation tests for multivariate inference (Q673156) (← links)
- Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information (Q788432) (← links)
- Conditional forecasting with a multivariate time series model (Q899882) (← links)
- Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428) (← links)
- Some optima of parameter tests for an elliptically contoured distribution class (Q1109457) (← links)
- Invariant prediction rules and an adequate statistic (Q1154758) (← links)
- The use of randomization in repeated measurements (Q1185549) (← links)
- Best equivariant estimation in curved covariance models (Q1190555) (← links)
- On an optimum test of the equality of two covariance matrices (Q1206657) (← links)
- A characterization of matrix groups that act transitively on the cone of positive definite matrices (Q1322866) (← links)
- Multiple response optimisation: an approach from multiobjective stochastic programming (Q1630125) (← links)
- Application of an adequate statistic to the invariant prediction region (Q1838242) (← links)
- An analysis of a multivariate two-way model with interaction and no replication (Q1891426) (← links)
- Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis (Q1907860) (← links)
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
- Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution (Q2628923) (← links)
- Comparison of power functors of some step—down tests for means with additional observations (Q3657235) (← links)
- Numerical comparison of power functions of invariant tests for means with covariates (Q3670379) (← links)
- Robust multivariate classification procedures based on the mml estimators (Q3690027) (← links)
- Testing the equality of variance-covariance matrices the robust way (Q3716081) (← links)
- Likelihood ratio test for independence with partial multivariate normal data (Q3787308) (← links)
- Some robust tests of independence in symmetrical multivariate distributions (Q3823652) (← links)
- Locally minimax tests for multiple correlations (Q3860667) (← links)
- Tests for the mean vector under intraclass covariance structure (Q3936034) (← links)
- Extremes of Determinants and Optimality of Canonical Variables (Q4019140) (← links)
- On multivariate weighted distributions (Q4337081) (← links)
- Testing the equality of several covariance matrices (Q4914970) (← links)
- A robust posterior preference multi-response optimization approach in multistage processes (Q5160278) (← links)
- Testing independence with additional information (Q5751778) (← links)