Modern Multivariate Statistical Techniques
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Research exposition (monographs, survey articles) pertaining to statistics (62-02) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62Hxx) Neural nets and related approaches to inference from stochastic processes (62M45) Database theory (68P15)
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(only showing first 100 items - show all)- Lower bound for estimation of Sobolev densities of order less \(1/2\)
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
- Statistical modeling of spatial big data: an approach from a functional data analysis perspective
- Processes rather than descriptions?
- Fixed factor analysis with clustered factor score constraint
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models
- A new class of multi-stable neural networks: stability analysis and learning process
- Multi-target regression via input space expansion: treating targets as inputs
- Advances in principal balances for compositional data
- A population background for nonparametric density-based clustering
- Canonical dependency analysis based on squared-loss mutual information
- Low rank multivariate regression
- Optimization problems for machine learning: a survey
- Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
- Adaptive estimation in multivariate response regression with hidden variables
- Influence diagnostics in support vector machines
- Robust reduced rank regression in a distributed setting
- Nonlinear mapping and distance geometry
- Clustered common factor exploration in factor analysis
- Optimization of a SAG mill energy system: integrating rock hardness, solar irradiation, climate change, and demand-side management
- Scalable interpretable learning for multi-response error-in-variables regression
- Non-rigid 3D shape retrieval based on multi-scale graphical image and joint Bayesian
- Adaptive estimation in structured factor models with applications to overlapping clustering
- Unsupervised dimensionality reduction versus supervised regularization for classification from sparse data
- Kernel-based online regression with canal loss
- Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm
- Using sliced mean variance-covariance inverse regression for classification and dimension reduction
- Clicks and cliques: exploring the soul of the community
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach
- Bayesian discriminant analysis using a high dimensional predictor
- Constrained estimation and some useful results in several multivariate models
- Data breaches: goodness of fit, pricing, and risk measurement
- Bayesian inference and model comparison for metallic fatigue data
- A new biplot procedure with joint classification of objects and variables by fuzzy c-means clustering
- A simple formula for asymptotic distributional risk of some estimators
- The graph matching problem
- Sparse reduced-rank regression with covariance estimation
- A non-invasive method based on head morphology to sex mature three-spined stickleback (\textit{Gasterosteus Aculeatus} L.) in rearing conditions
- Multinomial principal component logistic regression on shape data
- Visualization of many-dimensional data.
- A class of Stein-rules in multivariate regression model with structural changes
- Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
- MANOVA, LDA, and FA criteria in clusters parameter estimation
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction
- Updating risk prediction tools: a case study in prostate cancer
- Geometric path integrals. A language for multiscale biology and systems robustness
- An improved estimation in regression parameter matrix in multivariate regression model
- Aggregated wavelet estimation and its application to ultra-fast fMRI
- Sparse principal component analysis subject to prespecified cardinality of loadings
- Supervised dimensionality reduction on Grassmannian for image set recognition
- Supervised classification and mathematical optimization
- The bias and risk functions of some Stein-rules in elliptically contoured distributions
- Extension of some important identities in shrinkage-pretest strategies
- On extension of some identities for the bias and risk functions in elliptically contoured distributions
- Robust principal component analysis via ES-algorithm
- Standardization of interval symbolic data based on the empirical descriptive statistics
- On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification
- Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
- Biobjective sparse principal component analysis
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Shrinkage estimation for the regression parameter matrix in multivariate regression model
- A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data
- Estimating the risk of a Down's syndrome term pregnancy using age and serum markers: comparison of various methods
- On Mahalanobis distance in functional settings
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams
- Local spatial biclustering and prediction of urban juvenile delinquency and recidivism
- h‐plots for displaying nonmetric dissimilarity matrices
- Manifold based data refinement for biological analysis
- Testing hypotheses for multivariate normal distribution with fuzzy random variables
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- SIMPCA: a framework for rotating and sparsifying principal components
- scientific article; zbMATH DE number 7625163 (Why is no real title available?)
- The risk of tensor Stein-rules in elliptically contoured distributions
- Spectrum of large random inner-product kernel matrices generated from lp ellipsoids
- Spectrum of large Euclidean random matrices generated from \(l_p\) ellipsoids
- The characterization of Monte Carlo errors for the quantification of the value of forensic evidence
- A clustering approach to interpretable principal components
- Analytical closed-form solution for binary logit regression by categorical predictors
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- On clustering shape data
- Tests of covariance matrices for high dimensional multivariate data under non normality
- Rejoinder: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?
- Remembering Leo Breiman
- Nonparametric time series forecasting with dynamic updating
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Using observed confidence levels to perform principal component analyses
- Statistical significance of the Netflix challenge
- An efficient dimensionality-independent algorithm for failure probability-based global sensitivity analysis by dual-stage adaptive kriging model
- On information plus noise kernel random matrices
- A reduced-rank approach to predicting multiple binary responses through machine learning
- Principal component analysis constrained by layered simple structures
- Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points
- Optimal discriminant analysis in high-dimensional latent factor models
- A historical overview of textbook presentations of statistical science
- On efficiency of some restricted estimators in a multivariate regression model
- On functional logistic regression: some conceptual issues
- Stability Approach to Regularization Selection for Reduced-Rank Regression
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
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