The following pages link to (Q4658076):
Displaying 50 items.
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- On a robustness property of the Rayleigh and Bingham tests of uniformity (Q273833) (← links)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Bayesian analysis of conditional autoregressive models (Q421384) (← links)
- A note on a Wiener process with measurement error (Q429194) (← links)
- Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
- A note on maximum likelihood estimation for covariance reducing models (Q452866) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- Principal covariates clusterwise regression (PCCR): accounting for multicollinearity and population heterogeneity in hierarchically organized data (Q525229) (← links)
- On the extremal values of the second largest \(Q\)-eigenvalue (Q550643) (← links)
- A class of variogram matrices for vector random fields in space and/or time (Q632146) (← links)
- Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
- Bayesian model selection in spatial lattice models (Q713943) (← links)
- The incompleteness problem of the APT model (Q719016) (← links)
- A Perron-Frobenius theory for block matrices associated to a multiplex network (Q728350) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- A note on misspecification in joint modeling of correlated data with informative cluster sizes (Q899352) (← links)
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis (Q901617) (← links)
- Optimal classification policy and comparisons for highly reliable products (Q904302) (← links)
- A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
- A new method for computing Moore-Penrose inverse matrices (Q1019812) (← links)
- Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
- Sphericity test in a GMANOVA-MANOVA model with normal error (Q1036794) (← links)
- Matrix results on the Khatri-Rao and Tracy-Singh products (Q1300835) (← links)
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions (Q1621290) (← links)
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability (Q1621345) (← links)
- Logistic regression diagnostics in ridge regression (Q1642995) (← links)
- Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices (Q1679571) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Multi-parametric solution-path algorithm for instance-weighted support vector machines (Q1945116) (← links)
- Efficient computation with a linear mixed model on large-scale data sets with applications to genetic studies (Q1951539) (← links)
- Dynamic state reconstruction of quantum systems subject to pure decoherence (Q2024849) (← links)
- Alternating multizeta values in positive characteristic (Q2043074) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Nonparametric matrix regression function estimation over symmetric positive definite matrices (Q2132023) (← links)
- On an aggregate state-price deflator in a multi-period market model (Q2231617) (← links)
- A quick exponentiation algorithm for \(3\times 3\) block upper triangular matrices (Q2250225) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Some relations between the eigenvalues of adjacency, Laplacian and signless Laplacian matrix of a graph (Q2345533) (← links)
- Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling (Q2397335) (← links)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
- Multivariate meta-analysis for data consortia, individual patient meta-analysis, and pooling projects (Q2427147) (← links)
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)
- Series of randomized complete block experiments with non-normal data (Q2445638) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- Numerical multilinear algebra and its applications (Q2477577) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
