James R. Schott

Available identifiers

zbMath Open schott.james-rMaRDI QIDQ177402

List of research outcomes

Publication	Date of Publication	Type
Some tests for the allometric extension model in regression	2017-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q2816414	2016-08-22	Paper
On a robustness property of the Rayleigh and Bingham tests of uniformity	2016-04-22	Paper
Tests for Kronecker envelope models in multilinear principal components analysis	2014-12-22	Paper
On the likelihood ratio test for envelope models in multivariate linear regression	2014-04-22	Paper
An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix	2013-01-31	Paper
A note on maximum likelihood estimation for covariance reducing models	2012-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q3580295	2010-08-12	Paper
Reduced-rank estimation of the difference between two covariance matrices	2010-01-22	Paper
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes	2009-06-02	Paper
Testing equality of covariance matrices when data are incomplete	2009-05-29	Paper
Testing for complete independence in high dimensions	2008-12-10	Paper
A test for independence of two sets of variables when the number of variables is large relative to the sample size	2008-11-25	Paper
Some high-dimensional tests for a one-way MANOVA	2008-03-05	Paper
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes	2007-08-01	Paper
Testing the equality of correlation matrices when sample correlation matrices are dependent	2007-06-26	Paper
A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q4658076	2005-03-15	Paper
Weighted chi-squared tests for partial common principal component subspaces	2004-03-16	Paper
Distributions on spheres and random variables distributed on the interval \((-1,1)\).	2004-02-14	Paper
Kronecker product permutation matrices and their application to moment matrices of the normal distribution	2003-12-04	Paper
Testing for elliptical symmetry in covariance matrix based analyses.	2003-05-07	Paper
Some tests for the equality of covariance matrices	2001-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q2736881	2001-09-11	Paper
Partial common principal component subspaces	2000-08-24	Paper
Estimating correlation matrices that have common eigenvectors.	1998-08-13	Paper
Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis	1997-11-18	Paper
Dimensionality reduction in quadratic discriminant analysis	1997-08-31	Paper
Eigenprojections and the equality of latent roots of a correlation matrix	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4331783	1997-02-06	Paper
Testing for the equality of several correlation matrices	1996-09-18	Paper
Determining the Dimensionality in Sliced Inverse Regression	1994-06-01	Paper
Some tests for common principal component subspaces in several groups	1993-01-17	Paper
Testing for the redundancy of variables in principal components analysis	1992-06-25	Paper
A Test for a Specific Principal Component of a Correlation Matrix	1991-01-01	Paper
Canonical mean projections and confidence regions in canonical variate analysis	1990-01-01	Paper
An adjustment for a test concerning a principal component subspace	1989-01-01	Paper
Common principal component subspaces in two groups	1988-01-01	Paper
Testing the equality of the smallest latent roots of a correlation matrix	1988-01-01	Paper
An improved chi-squared test for a principal component	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3780288	1987-01-01	Paper
A note on the critical values used in stepwise tests for multiplicative components of interaction	1986-01-01	Paper
Tests concerning two non-isotropic principal components	1986-01-01	Paper
Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3725358	1985-01-01	Paper
A multivariate one-way classification model with random effects	1984-01-01	Paper
Optimal bounds for the distributions of some test criteria for tests of dimensionality	1984-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: James R. Schott