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problem, On multivariate confidence regions and simultaneous confidence limits for ratios, Unnamed Item, On the distribution of lrt for testing the equality of exponential distributions, Randomly generated polytopes for testing mathematical programming algorithms, Fisher and Inference for Scores, On the distribution of the likelihood ratio test of equality of normal populations, On Estimation of Volatility Surface and Prediction of Future Spot Volatility, Unnamed Item, Testing and estimation of proportion (or risk) ratio under the matched-pair design with multiple binary endpoints, Tests unilatéraux multivariés, On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation, Criterion and selection of optimal subsets in the linear regression,two stage procedures, Multivariate outlier tests with structured co variance matrices, Multivariate Simulation Output Analysis, Comparison of prediction methods for multicollinear data, The Elimination Matrix: Some Lemmas and Applications, A TEST FOR LINEARITY OF STATIONARY TIME SERIES, Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables, The asymptotic distribution of the rènyi maximal correlation, Error Normality Testing in a Two‐way Split‐plot Design, Unnamed Item, The power of two exact tests for structural change in the presence of heteroskedasticity, Unnamed Item, Unnamed Item, On the classification of observations structured into groups, Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne, Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution, Eigenfunction statistics of Wishart Brownian ensembles, Unnamed Item, A statistical method for the serial comparison of vector cardiograms, PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*), Measures of Dependence and Tests of Independence, An inequality for the trace of the product of two symmetric matrices, G12-estimator of regularized Mahalanobis distance, Discriminant analysis and its application to the stock market, Hierarchical credibility: analysis of a random effect linear model with nested classification, Modelos para la asignacion de tratamiento, A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model, Making wald tests work for cointegrated VAR systems, WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES, Multiple group logistic discrimination, An innovation approach to the reduction of the dimensions in a multivariable stochastic system, Estimating the Mahalonobis distance, New results on stochastic systems excited by white noise powers, RESTORATION OF DATA UNDER CONDITIONS OF INCOMPLETE SAMPLES, A note on expressing wilks’ a as the product of independent beta variables, When has estimation reached a steady state? The Bayesian sequential test, Variable selection and interpretation in canonical correlation analysis, Unnamed Item, On the Distribution of a Scaled Condition Number, Estimation of the order of autoregressive process, An application of linear feature selection to estimation of proportions, Analisis discriminante de funciones parametricas estimables, The table look-up rule, A note on optimum linear feature extraction for gaussian populations with equal covariances and equal a priori probabilities, Discrimination with a Mixture Population, Multivariate studentization and its applications, Parameter identification for a two-dimensional image fieId†, On the relationship between the sample size and the number of variables in a linear regression model, The discrete Kalman filter applied to linear regression models: statistical considerations and an application, The non-null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix is diagonal, On the Equivalence of two Classification Rules, Inferences Concerning a Mean Vector when the Variables are Grouped into Subsets, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, Factor-analysis estimation of simultaneity-error models, A use of mixtures of two normal distributions in a classification problem, Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix, Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics, On manifestations of the Schur complement, Design considerations for stratified finite populations using the linear least-squares prediction approach, Generalized manova double linear hypothesis with double linear restrictions, Independence and sphericity tests for the residuals of space-time arma models, Population correlation matrices for sampling experiments, On the independence between two generalized second degree polynomial statistics and their covariance, On selecting a subset which contains all populations better than a control, The exact distributions and the exact percentage points for testing equality of variances in independent normal populations†, Sobre la reduccion de la dimension en analisis estadistico multivariante, An introduction to hypergeometric functions for economists, Properties and Comparison of Procedures of Discriminant Analysis, Minima and maxima in multivariate analysis, A test for bivariate symmetry based on the empirical distribution function, Unnamed Item, Application of some Multivariate Analysis Techniques to Data on Effect of Air-Pollution on Morbidity, A note on the effect of logarithmic transformation on the probability of misclassification, A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS, Eccentricities for which ellipsoidal probabilities are good approximations to spherical probabilities, Feature combinations and the bhattacharyya criterion, Asymptotic Expansions and Estimation of the Expected Error Rate for Equal‐Mean Discrimination with Uniform Covariance Structure, Linear Predictivity: An Alternative for MANOVA and Multivariate Multiple Regression, Sequential discrimination, Classification and Discrimination Problems with Applications, Part IIa, A note on the multivariate multisample rank sum and median tests, On the maximum likelihood estimation for certain MANOVA models, NEW DECISION RULES IN STATISTICAL PATTERN RECOGNITION, A minimum Bayes risk approach to optimal portfolio choice, Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model, Selecting all treatments better than a control using existing tables, On the Analysis of Variance for Time Sequenced Samples, A closed procedure based on follmann's test for the analysis of multiple endpoints, Further asymptotic expansions of the distribution of the sphericity test, Tests of dimensionality in multivariate analysis of variance, Probit and logistic discriminant functions, Model reference adaptive systems applied to regression analyses, Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices, A linear decision analysis model of optimal portfolio investments†, Analysis of incomplete data in experiments with repeated measurements in clinicaltrials using a stochastic model, Maximum likelihood estimator and confidence intervals for a simple errors in variables model, Unnamed Item, Unnamed Item, Instrumental product moment model-order testing: extensions and application, A Sequential Multidecision Procedure, Extensions to multivariate normal models for pedigree analysis, Unnamed Item, On approximating the non-central wishart distribution by central wishart distribution a monte carlo study, Further identities for the Wishart distribution with applications in regression, A historical overview of textbook presentations of statistical science, STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA, Points with rotational ellipsoids of inertia, envelopes of hyperplanes which equally fit the system of points in \(\mathbb{R}^k\), and ellipsoidal billiards, Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues, Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization, High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times, The halo bispectrum multipoles in redshift space, Matrix Completion Methods for Causal Panel Data Models, On the minimization of a certain convex function arising in applied decision theory, Bayesian growth curve model useful for high-dimensional longitudinal data, Examining HIV progression mechanisms via mathematical approaches, A multivariate nonparametric test of independence among many vectors, Optimal control and filtering of linear stochastic systems, Portfolio Value-at-Risk with Heavy-Tailed Risk Factors, Multivariate regression model with constraints, On the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New Methodology, Characteristics of some bivariate distributions with different marginal distributions, Generalized Inverse and Confidence Estimation by Least Squares Method, Estimation of response function in a dynamic regression model, Inference on the Common Variance of Correlated Normal Random Variables, Automatically finding linear functions that make evaluations and recognize patterns, A bootstrap method for the statistical estimation of model parameters†, Unnamed Item, Fuzzy set analyses of genetic determinants of health and disability status, An approximation to the distribution of the product of two dependent correlation coefficients, A computationally efficient method for selecting a split questionnaire design, Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century, Abrechnungstableau als Hilfsalgorithmus, Geometric ergodicity of the multivariate COGARCH(1,1) process, On some counter examples of the bivariate and multivariate normal distributions: A brief survey, A multiple approach to data analysis and uncertainty management in knowledge-based systems, ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS, Bayesian estimation of explained variance in ANOVA designs, From univariate‐ to multivariate analysis, Large deviations principle for the cubic NLS equation, The exact distribution of a criterion for testing the hypothesis that the covariance matrix is diagonal, Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0, Ordered classification rules for inverse gaussian populations with unknown parameters, A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions, Some efficient estimators in case of missing data, Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices, The Integrated Nested Laplace Approximation for Fitting Dirichlet Regression Models, A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING, [https://portal.mardi4nfdi.de/wiki/Publication:5657502 Stabilit�t statistischer Entscheidungsprobleme und Anwendungen in der Diskriminanzanalyse], Extension of the normal theory to spherical families, Non‐normal bivariate densities with normal marginals and linear regression functions *, Normality Testing in a Mixed Model of a Two‐way Nested Classification, Robust estimation: A condensed partial survey, Unnamed Item, A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data, From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior, Detecting change points and monitoring biomedical data, A note on the maximum likelihood estimators for multivariate normal distribution with monotone data, Upcrossing Probabilities for Stationary Gaussian Processes, On discrimination procedure with mixtures of continuous and categorical variables, The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data, Testing sphericity using small samples, Understanding Relationships Using Copulas, Relative Importance of Risk Sources in Insurance Systems, G-estimates of the quadratic discriminant function, Dimensionality reduction approach to multivariate prediction, Testing the equality of several covariance matrices, Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model, Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case, A Permutation Approach to Split-Plot Experiments, Probability distribution of eigenspectra and eigendirections of a two-dimensional symmetric rank two random tensor, Optimum estimation in a growth curve model with a priori unknown variance components in geodetic networks, Time-frequency maximum likelihood methods for direction finding, Unnamed Item, Unnamed Item, Wilks' Integral Equations in Multivariate Distribution Theory, Invariant Polynomials and Related Tests, A Generalization of the GMANOVA‐Model, Quadratic forms in spherical random variables: Generalized noncentral x2 distribution, A Viable Alternative to Resorting to Statistical Tables, A misclassification cost‐minimizing evolutionary–neural classification approach, Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data., Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes, Unnamed Item, Massive Excursions of Gaussian Isotropic Fields. Method of Moments, A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process, Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference III—The Modified Likelihood Ratio Λ-Test in the Noncentral Case, Change points in heavy‐tailed multivariate time series: Methods using precision matrices, A chain ratio exponential type estimator in two-phase sampling using auxiliary information, Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions, Functional Modelling of Microarray Time Series, On the singular value distribution of large-dimensional data matrices whose columns have different correlations, Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data, Lurking Variable Detection via Dimensional Analysis, Robust Variable and Interaction Selection for Logistic Regression and General Index Models, Principal Component Analysis of High-Frequency Data, Distribution of eigenvalues and eigenvectors of hermitian stochastic matrices, The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis, On the Bayes approach in general multiple autoregressive series, Unnamed Item, A semiparametric graphical modelling approach for large-scale equity selection, Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data, Unnamed Item, Diffuse reflection from a stochastically bounded, semi-infinite medium, Detecting the Guttman effect with the help of ordinal correspondence analysis in synchrotron X-ray diffraction data analysis, Fuzzy Clustering Models and Their Related Concepts, On alternatives to the multinormal distribution, Percentage points of the statistics for testing hypotheses on mean vectors of multivariate normal distributions with missing observations, Computational approach test for inference about several correlation coefficients: Equality and common, Density functions of the bivariate chi-square distribution, Statistical inference on markov process of neuronal impulse sequences
