The following pages link to (Q4679152):
Displaying 50 items.
- Extended GMANOVA model with a linearly structured covariance matrix (Q259857) (← links)
- Sensitivity analysis in linear models (Q287610) (← links)
- Simultaneous predictive Gaussian classifiers (Q318139) (← links)
- A new kurtosis matrix, with statistical applications (Q332626) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
- Optimal designs under a multivariate linear model with additional nuisance parameters (Q451321) (← links)
- Tests for multivariate normality based on canonical correlations (Q520396) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Spectral analysis of the fourth moment matrix (Q551307) (← links)
- Least squares solutions with special structure to the linear matrix equation \(AXB = C\) (Q555426) (← links)
- A novel trace test for the mean parameters in a multivariate growth curve model (Q618147) (← links)
- A multivariate ultrastructural errors-in-variables model with equation error (Q618162) (← links)
- Canonical transformations of skew-normal variates (Q619167) (← links)
- Estimation for an additive growth curve model with orthogonal design matrices (Q654415) (← links)
- Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Concise formulae for the cumulant matrices of a random vector (Q745206) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Optimal designs in multivariate linear models (Q876988) (← links)
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Ranks of least squares solutions of the matrix equation \(AXB=C\) (Q931764) (← links)
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Expansions for the multivariate normal (Q962224) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- On consistency, natural restrictions and estimability under classical and extended growth curve models (Q1015894) (← links)
- Estimating parameters in extended growth curve models with special covariance structures (Q1022007) (← links)
- Sphericity test in a GMANOVA-MANOVA model with normal error (Q1036794) (← links)
- Path integration for real options (Q1664189) (← links)
- On estimation in some reduced rank extended growth curve models (Q1702431) (← links)
- Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices (Q1731248) (← links)
- Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution (Q1749987) (← links)
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression (Q1794311) (← links)
- On MLEs in an extended multivariate linear growth curve model (Q1928382) (← links)
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting (Q1951124) (← links)
- Nonparametric estimation of covariance functions by model selection (Q1952083) (← links)
- Linear transformations to symmetry (Q2015065) (← links)
- Multivariate normal inference based on singly imputed synthetic data under plug-in sampling (Q2040673) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- On the convergence of a randomized block coordinate descent algorithm for a matrix least squares problem (Q2060942) (← links)
- On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Growth curve mixture models with unknown covariance structures (Q2062807) (← links)
- Measuring dependence between random vectors via optimal transport (Q2078573) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- On residual analysis in the GMANOVA-MANOVA model (Q2087092) (← links)
- Bivariate symmetric Heckman models and their characterization (Q2101460) (← links)
- Residuals in GMANOVA-MANOVA model with rank restrictions on parameters (Q2126033) (← links)
- B-scaling: a novel nonparametric data fusion method (Q2170382) (← links)
