scientific article; zbMATH DE number 4020230
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Publication:3763418
log-linear modelsWishart's distributiontwo-sample casestablessolutionssimultaneous inferencemultivariate normal distributionmultivariate beta distributionmultivariate analysis of variancecluster analysislinear modelsincomplete dataHotelling T square distributiongraphical techniquesexercisesdiscriminant analysiscovariance modelscomputational techniques
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(only showing first 100 items - show all)- A toolbox for \(K\)-centroids cluster analysis
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- On consistency, natural restrictions and estimability under classical and extended growth curve models
- Effects of measurement errors in predictor selection of linear regression model
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- Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression
- Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
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- An overview of statistical decomposition techniques applied to complex systems
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- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
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- Testing a covariance matrix structure in a mixed model with no empty cells
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- Generalized Bayes estimators of a normal discriminant function
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- Relationships among several methods of linearly constrained correspondence analysis
- Influence in canonical correlation analysis
- Asymptotic distributions of the estimators of communalities in factor analysis
- Dimensionality in MANOVA tested by a closed testing procedure.
- A formula on multivariate Dirichlet distributions
- Multiresponse surface models with random block effects.
- A latent class procedure for the structural analysis of two-way compositional data
- Selecting control variates to estimate multiresponse simulation metamodels
- An adaptive statistical method for the discriminant problem
- Rao distance between multivariate linear normal models and their application to the classification of response curves
- Distributional analysis to model atypical behavior
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- Error rates in quadratic discrimination with constraints on the covariance matrices
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- Influential observation in the growth curve model with unstructured covariance matrix
- Inverse analysis of empirical matrices of idiotypic network interactions
- Efficiency comparisons in multivariate multiple regression with missing outcomes
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- Formal methods in pattern recognition: A review
- The kurtosis coefficient and the linear discriminant function
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- Fitting parabolas in noisy images
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- On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors
- Nonlinear manifold learning for early warnings in financial markets
- Characterization of rankings generated by linear discriminant analysis
- Discordant outlier detection in the growth curve model with Rao's simple covariance structure
- Singular value decomposition in additive, multiplicative, and logistic forms
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- Multivariate tests based on left-spherically distributed linear scores
- Multivariate nonparametric tests in a randomized complete block design
- Robust exploratory factor analysis
- The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
- Bootstrapping robust estimates of regression
- A decision theoretical approach to wavelet regression on curves with a high number of regressors
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series.
- Component-wise dimension reduction
- Affine equivariant multivariate rank methods
- Canonical correlation analysis based on information theory
- The maximum likelihood neural network as a statistical classification model
- Residuals in the growth curve model
- Stability of robust and non-robust principal components analysis
- Testing for interaction in two-way ANOVA tables with no replication
- The depiction of linear association by matroids
- Prediction and inverse estimation in repeated-measures models
- Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
- Canonical analysis applied to multivariate analysis of variance
- Distance-based tests for planar shape
- A slice of multivariate dimension reduction
- Inference with median distances: an alternative to reduce the influence of outlier populations
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
- Inference on covariance-mean regression
- Traditional and rank-based tests for ordered alternatives in a cluster correlated model
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
- Bayesian inference for finite mixtures of generalized linear models with random effects
- A multivariate reduced-rank growth curve model with unbalanced data
- Generalized structured component analysis
- The sliced inverse regression algorithm as a maximum likelihood procedure
- Two-group classification with high-dimensional correlated data: a factor model approach
- Optimization clustering technique for piecewise uniform transformation field analysis homogenization of viscoplastic composites
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors
- Location-invariant tests of homogeneity of large-dimensional covariance matrices
- Measuring and analyzing the within group homogeneity of multi-category variables
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