The following pages link to (Q3255781):
Displaying 50 items.
- Robust statistic for the one-way MANOVA (Q92460) (← links)
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- On the estimation of returns to scale, technical progress and monopolistic markups (Q295564) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- On the effect of weighting matrix in GMM specification test (Q313110) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- Kernel-based conditional canonical correlation analysis via modified Tikhonov regularization (Q326761) (← links)
- Robust identification in random variable networks (Q337687) (← links)
- Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
- Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation (Q356373) (← links)
- A statistical minimax approach to optimizing linear models under a priori uncertainty conditions (Q357146) (← links)
- Nonlinear methods of statistic simulation of virtual parameter values for investigating uncertainties in orbits determined from observations (Q362707) (← links)
- A note on likelihood ratio tests of functional form and structural change in demand systems (Q374910) (← links)
- Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables'' model with application to Friedman's permanent income model (Q374912) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
- On the border of extreme and mild spiked models in the HDLSS framework (Q413760) (← links)
- A note on the modified two-way MANOVA tests (Q419164) (← links)
- Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large (Q419204) (← links)
- Transformed statistical distance measures and the Fisher information matrix (Q426061) (← links)
- Limiting distributions of high-dimensional multivariate beta-type distributions (Q444961) (← links)
- A conversation with Robert V. Hogg (Q449758) (← links)
- Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data (Q453002) (← links)
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families (Q458633) (← links)
- Proactive and reactive purchasing planning under dependent demand, price, and yield risks (Q480789) (← links)
- Rank inversions in the scoring of examinations consisting of several subtests (Q495337) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model (Q504465) (← links)
- Wishart distributions: advances in theory with Bayesian application (Q512024) (← links)
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Inference about comparative precision in linear structural relationships (Q579804) (← links)
- An extension of some optimal properties of principal components (Q584866) (← links)
- A characterization of multivariate normality through univariate projections (Q604376) (← links)
- A view on Bhattacharyya bounds for inverse Gaussian distributions (Q604637) (← links)
- A novel trace test for the mean parameters in a multivariate growth curve model (Q618147) (← links)
- Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure (Q629131) (← links)
- Classification of a screened data into one of two normal populations perturbed by a screening scheme (Q634548) (← links)
- Estimates of low bias for the multivariate normal (Q643233) (← links)
- A probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructures (Q653713) (← links)
- Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (Q657559) (← links)
- Preliminary test and Stein estimations in simultaneous linear equations (Q665940) (← links)
- A power function model for determining sample sizes for the operations of multivariate control charts (Q673151) (← links)
- A Bayesian approach to multivariate and conditional calibration (Q673456) (← links)
- Intrinsic nonlinearity and method of disturbed observations in inverse problems of celestial mechanics (Q680990) (← links)
- Estimation of mean in double sampling using exponential technique on multi-auxiliary variates (Q681285) (← links)
- The impact of unknown demand parameters on (\(R\),\(S\))-inventory control performance (Q704131) (← links)
- Statistical methods for tissue array images -- algorithmic scoring and co-training (Q714381) (← links)
- Inference for partial correlation when data are missing not at random (Q722662) (← links)
