Pages that link to "Item:Q719007"
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The following pages link to Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007):
Displaying 13 items.
- Stable and visualizable Gaussian parsimonious clustering models (Q260986) (← links)
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions (Q2151998) (← links)
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
- Eigenvalues and constraints in mixture modeling: geometric and computational issues (Q2418355) (← links)
- Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
- Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776) (← links)
- Hypothesis Testing for Mixture Model Selection (Q5222517) (← links)
- On the Spectral Decomposition in Normal Discriminant Analysis (Q5418881) (← links)
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices (Q5877122) (← links)
- A Laplace-based model with flexible tail behavior (Q6554263) (← links)
- Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions (Q6653074) (← links)
