Methods of multivariate analysis
From MaRDI portal
Recommendations
Cited in
(90)- Exact distribution of the non-central Wilks's statistic of the second kind
- Applied factor analysis in the natural sciences. Appendix by Leslie F. Marcus
- Investigating the role of orthogonal and non – orthogonal rotation in multivariate factor analysis, in regard to the repeatability of the extracted factors: A simulation study
- An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
- Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
- Applied multivariate statistical analysis
- scientific article; zbMATH DE number 5884803 (Why is no real title available?)
- Distributions of powers of the central beta matrix variates and applications
- A new method to compare the spectral densities of two independent periodically correlated time series
- Homogeneity problem for basis expansion of functional data with applications to resistive memories
- Applied multivariate statistical analysis.
- Testing the independence of variables for specific covariance structures: A simulation study
- scientific article; zbMATH DE number 2109346 (Why is no real title available?)
- Accurate inference for repeated measures in high dimensions
- Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
- Advanced multivariate analysis methods. An application oriented introduction
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Principal component analysis-based muscle identification for myoelectric-controlled exoskeleton knee
- Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
- Multivariate data analysis: The French way
- On Test Statistics in Profile Analysis with High-dimensional Data
- The minimum weighted covariance determinant estimator revisited
- Analysis of mixed data: methods and applications
- Applied Multivariate Analysis
- High-dimensional multivariate repeated measures analysis with unequal covariance matrices
- Matrix-based introduction to multivariate data analysis
- Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
- Clustering for Item Delivery Using Rule-K-Means
- Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data
- Analysis of Multivariate and High-Dimensional Data
- Modern Multivariate Statistical Techniques
- Applied MANOVA and Discriminant Analysis
- Covariance matrix testing in high dimension using random projections
- Reviving pseudo-inverses: asymptotic properties of large dimensional Moore-Penrose and ridge-type inverses with applications
- Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data
- Testing simultaneously different covariance block diagonal structures -- the multi-sample case
- scientific article; zbMATH DE number 713992 (Why is no real title available?)
- A computational method to compare spectral densities of independent periodically correlated time series
- Modeling Dependence in Spatio-Temporal Econometrics
- Multivariate Statistics
- Testing symmetry around a subspace
- Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis
- Modeling sea-level processes on the U.S. Atlantic Coast
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
- Multivariate mode hunting: Data analytic tools with measures of significance
- Fixed-time estimation of parameters for non-persistent excitation
- An extended empirical saddlepoint approximation for intractable likelihoods
- Nonequilibrium physics of brain dynamics
- A Class of Hierarchical Multivariate Wiener Processes for Modeling Dependent Degradation Data
- Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting
- Geometry-based distance for clustering amino acids
- scientific article; zbMATH DE number 4076357 (Why is no real title available?)
- Exact distributions of two non-central generalized Wilks's statistics
- Parallel analysis approach for determining dimensionality in canonical correlation analysis
- Looking back: selected contributions by C. R. Rao to multivariate analysis
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model
- scientific article; zbMATH DE number 1818022 (Why is no real title available?)
- Nonparametric homogeneity pursuit in functional-coefficient models
- On Mahalanobis distance in functional settings
- The simultaneous test of equality and circularity of several covariance matrices
- Multivariate analysis using 'and' and 'or'
- Discriminant analysis in small and large dimensions
- Fusing climate data products using a spatially varying autoencoder
- Applied Multiway Data Analysis
- scientific article; zbMATH DE number 48335 (Why is no real title available?)
- Hierarchical relations among principal component and factor analysis procedures elucidated from a comprehensive model
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
- Estimation of the covariance matrix using the vectorized observation matrix
- A test to determine the contributing subspace in high-dimensional classification
- On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
- Modified intrinsic Bayes factor for multivariate regression models
- Estimators for multivariate allometric regression model
- Inference for low- and high-dimensional multigroup repeated measures designs with unequal covariance matrices
- The essence of multivariate thinking. Basic themes and methods
- Propagation on multi-relational graphs for node regression
- Truncated correlation coefficient test for two random vectors
- scientific article; zbMATH DE number 1813692 (Why is no real title available?)
- scientific article; zbMATH DE number 1739748 (Why is no real title available?)
- Basis expansion approaches for functional analysis of variance with repeated measures
- scientific article; zbMATH DE number 1963107 (Why is no real title available?)
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
- scientific article; zbMATH DE number 3982307 (Why is no real title available?)
- Applied multivariate statistics for the social sciences. With CD-ROM.
- Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements
- Classification of repeated measurements using bias corrected Euclidean distance discriminant function
This page was built for publication: Methods of multivariate analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2898377)
