The following pages link to (Q3716064):
Displayed 50 items.
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- High-dimensional AIC in the growth curve model (Q391888) (← links)
- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081) (← links)
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
- Limiting distributions of high-dimensional multivariate beta-type distributions (Q444961) (← links)
- Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples (Q618149) (← links)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
- A non-iterative optimization method for smoothness in penalized spline regression (Q746232) (← 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)
- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound (Q979234) (← 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)