Multivariate statistics. High dimensional and large-sample approximations.
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- Multivariate statistical analysis. A high-dimensional approach
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(only showing first 100 items - show all)- Multivariate statistical analysis. A high-dimensional approach
- Analysis of variance for multivariate time series
- On Schott's and Mao's test statistics for independence of normal random vectors
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Analysis of variance for high-dimensional time series
- Joint regression analysis of mixed-type outcome data via efficient scores
- Bayesian additive regression trees using Bayesian model averaging
- High-dimensional asymptotics of prediction: ridge regression and classification
- A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
- Simplicial variances, potentials and Mahalanobis distances
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
- Computable error bounds for asymptotic approximations of the quadratic discriminant function
- High-dimensional linear models: a random matrix perspective
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- Neyman's truncation test for two-sample means under high dimensional setting
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
- An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution
- Intrinsic covariance matrix estimation for multivariate elliptical distributions
- A unified approach to testing mean vectors with large dimensions
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Non-asymptotic analysis of approximations for multivariate statistics
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
- Testing in high-dimensional spiked models
- Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
- Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data
- A consistent variable selection method in high-dimensional canonical discriminant analysis
- Comparison of joint control schemes for multivariate normal i.i.d. output
- Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
- High-dimensional AICs for selection of variables in discriminant analysis
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- Test on the linear combinations of mean vectors in high-dimensional data
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
- A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- Convergence of the empirical spectral distribution function of beta matrices
- Testing the equality of multiple high-dimensional covariance matrices
- Asymptotic expansions for the distributions of canonical V-statistics of third order
- High-dimensional consistency of rank estimation criteria in multivariate linear model
- The Tracy-Widom law for the largest eigenvalue of F type matrices
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Integrative analysis of transcriptomic and metabolomic data via sparse canonical correlation analysis with incorporation of biological information
- A cardinal dissensus measure based on the Mahalanobis distance
- On testing sphericity and identity of a covariance matrix with large dimensions
- Non-asymptotic results for Cornish-Fisher expansions
- Likelihood ratio tests for high-dimensional normal distributions
- Advances in multivariate statistical methods. A tribute to professor S. N. Roy. Papers based on the presentations at the international conference, Kolkata, India, December 28--29, 2006
- Asymptotic expansion of the distribution of the Studentized linear discriminant function based on two-step monotone missing samples
- scientific article; zbMATH DE number 5546942 (Why is no real title available?)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- High-dimensional AIC in the growth curve model
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
- A new test of independence for high-dimensional data
- Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
- Distribution of the product of determinants of noncentral bimatrix beta variates
- Testing independence via spectral moments
- Statistical inference for high-dimension, low-sample-size data
- Selection of the linear and the quadratic discriminant functions when the difference between two covariance matrices is small
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- A high-dimensional likelihood ratio test for circular symmetric covariance structure
- On bounds for characteristic functions of powers of asymptotically normal variables
- Computable error bounds for high-dimensional approximations of an LR statistic for additional information in canonical correlation analysis
- Theory of essentially multivariate statistical analysis
- An asymptotic expansion for the distribution of the linear discriminant function based on monotone missing data
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- scientific article; zbMATH DE number 7470640 (Why is no real title available?)
- Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension
- Testing equality of mean vectors in a one-way MANOVA with monotone missing data
- Discriminant coordinates analysis for multivariate functional data
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- High-dimensional asymptotic results for EPMCs of W- and Z- rules
- Improved simplified T2 test statistics for a mean vector with monotone missing data
- High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
- Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
- Residual life estimation based on nonlinear-multivariate Wiener processes
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- Parallel analysis approach for determining dimensionality in canonical correlation analysis
- Tests for parallelism and flatness hypotheses of two mean vectors in high-dimensional settings
- Large sample covariance matrices and high-dimensional data analysis
- On Inverted Matrix Variate Gamma Distribution
- Statistics for high-dimensional data. Methods, theory and applications.
- On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic
- On the real accuracy of approximation in the central limit theorem. II
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
- Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements
- High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
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