scientific article

zbMath0651.62041MaRDI QIDQ3796553

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)

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in a finite mixture model, Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test, A nonparametric allocation scheme for classification based on transvariation probabilities, A corrected likelihood ratio statistic for the multivariate regression model with antedependent errors, Granger Causality Test in the Presence of Spillover Effects, Sequential confidence sets with beta-protection in multiparameter families, Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data, Testing a covariance matrix: exact null distribution of its likelihood criterion, Product-Type Probability Bounds of Higher Order, Combining Univariate Tests for Multivariate Location Problem, Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix, The Cgmanova Model, Robust estimation for the parameters of multiple-design multivariate linear models under general restriction, A Note on One‐Sided Tests with Multiple Endpoints, A Class of Models for Aggregated Traffic Volume Time Series, A Comparison of Permutation Hotelling'sT²Test and Log-Ratio Test for Analyzing Compositional Data, Testing of homogeneity of diagonal blocks with blockwise independence, Testing independence of several groups of variables, F-probability plot and its application to multivariate normality, A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic, A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data, An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables, A class of robust stepwise alternatives to Hotelling's T 2 tests, TWO-SAMPLE BAYESIAN TESTS USING INTRINSIC BAYES FACTORS FOR MULTIVARIATE NORMAL OBSERVATIONS, Estimating the number of factors to include in a high-dimensional multivariate bilinear model, Modal Analysis of Random Vibrating Systems From Multi- Output Data, Conjugate analysis of multivariate normal data with incomplete observations, On the polynomial structural relationship, SIMULTANEOUS CONFIDENCE REGIONS IN AN EXTENDED GROWTH CURVE MODEL WITHkHIERARCHICAL WITHIN-INDIVIDUALS DESIGN MATRICES, A Variable Selection Technique in Discriminant Analysis with Application in Marketing Data, On the statistical computation of the sample multiple correlation moefficient, Confidence estimation of a normal mean vector with incomplete data, On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions, ROBUST TESTS FOR THE SIGNIFICANCE OF ORTHANT RESTRICTED MEAN VECTOR, BAYESIAN ANALYSIS OF FINITE MIXTURES OF WEIBULL DISTRIBUTIONS, The asymptotic distribution of the estimated process capability index C_pk, Robust analogs of hotelling's two-sample t², Response transformations in repeated measures and growth curve models, Modified ridge analyses under nonstandard, Spatial prediction and temporal backcasting for environmental fields having monotone data patterns, Bayesian discrimination using multiple observations, Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small, Independence distribution preserving joint covariance structures for the multivariate two-group case, LONG-RUN STRUCTURAL MODELLING, Performance of the stein-type two-parameter estimator in multiple linear regression model, DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES, The location linear discriminant with covariates, Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis, On estimating the dimensionality in discriminant analysis, Some aspects of simultaneous inference, Testing equality of the means in two independent multivariatet distributions, On the covariance matrix estimators of the white noise process of a vector autoregressive model, On a balanced quadratic classification rule, Estimation of mixing proportions in the presence of autoregressively correlated training data:the case of two univariate normal populations, Multivariate statistical process control—recent results and directions for future research, Estimating simulation metamodels using correlated control variates, Combined correlation methods for metamodel estimation in multipopulation simulation experiments, Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model, An approximation of the unconditional error rates of the sample linear discriminant function, On testing structure of mean vector of compound symmetric gaussian model, Multivariate analysis with an autoregressive covariance model, Extended growth curve models with random-effects covariance structures, Linear predictors of future order statistics, The generalized likelihood ratio test for the pearson correlation^∗, MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE, Discriminant analysis for non-gaussian vector stationary processes, Nonparametric approach for discriminant analysis in time series, Moments of wishart distribution, The asymptotic distribution of the process capability indexC_pmk, Saddlepoint approximations for P-values of some tests of covariance matrices, A New Graphical Test for Multivariate Normality, A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics, Penalized likelihood and multiple testing, SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL, A high-dimensional likelihood ratio test for circular symmetric covariance structure, On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors, Positive-Definite ℓ₁-Penalized Estimation of Large Covariance Matrices, A comparison of estimators of the proportion nonconforming in univariate and multivariate normal samples, RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT, On estimating subpopulation means, Testing the equality of several covariance matrices, A gamma analogue of the wilson-hilferty transformation, A canonical form of anderson's classification statistic, Hierarchical Bayes Estimation of Hunting Success Rates with Spatial Correlations, Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data, Bayesian assessment of dimensionality in reduced rank regression, Covariate Selection for Estimating the Causal Effect of Control Plans by Using Causal Diagrams, A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems, Statistical properties of the lsi multivariate control chart, Profile parallelism in repeated measures designs, All Invariant Moments of the Wishart Distribution, Diagnosis of Multivariate Control Chart Signal Based on Dummy Variable Regression Technique, Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance, A Consistent Method for the Selection of Relevant Instruments, Improved Estimation of Coefficient Vector in a Regression Model, Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems, Complexity studies of a temporal constraint propagation algorithm: a statistical analysis, Misclassification probabilities for quadratic discriminant function, Multivariate spatial interpolation and exposure to air pollutants, EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes, Siotani's Contributions to Multivariate Statistical Analysis, An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions, Bartlett's Test Applied to Variance Component Models, A fast distance-based approach for determining the number of components in mixtures, Packing Lines, Planes, etc.: Packings in Grassmannian Spaces, Distribution of preferences and measurement errors in a disaggregated expenditure system, Higher order moments of random vectors using matrix derivatives, Statistical inference of covariance change points in gaussian model, Measures of Asociation between vectors, Fixed width interval estimation for the multiple response callibration problem, Joint estimation of the mean and the covariance of a banach valued gaussian vector, Unnamed Item, The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms, Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean, Improved Minimax Estimators of Normal Convariance and Precision Matrices, Some Inference Problems for Matrix Variate Elliptically Contoured Distributions, Political risk and adjusted present value, Instrumental variable estimation in logistic measurement error models by means of factor scores, On the equivalence of the measures induced by banach valued gaussian autoregressive processes, Delta method approach in a certain irregular condition, Asymptotic Expansions for the Studentized Best Linear Discriminant Function Under Two Elliptical Populations, The mle algorithm for the matrix normal distribution, A test for block circular symmetric covariance structure with divergent dimension, Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator, Lagrangean katz family of distributions, A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION, A robust test for comparing correlation matrices, Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions, Higher order moments of multivariate normal distribution using matrix derivatives, Normalization in Econometrics, ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM, On the conditional test of order restricted multivariate normal mean vectors: simulation study and application, Using improved estimation strategies to combat multicollinearity, Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces, Sampling distributions associated with the multivariate t distribution, Gaussian determinantal processes: A new model for directionality in data, A theorem on the principal components inference, Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics, A prediction analysis in a constrained multivariate general linear model with future observations, A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks, Gradient analysis of Markov-type control schemes and its applications, Nonparametric modeling via two-way mixed effects design, Empirical likelihood method for complete independence test on high-dimensional data, Cointegration Rank Estimation for High-Dimensional Time Series With Breaks, TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES, A flexible predictive density combination for large financial data sets in regular and crisis periods, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data, Test for Trend With a Multinomial Outcome, Records for time-dependent stationary Gaussian sequences, Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors, Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis, Robust first-order rotatable lifetime improvement experimental designs, On the Bayesian estimation for Cronbach's alpha, Multivariate hierarchical Bayesian models and choice of priors in the analysis of survey data, Improved estimates and forecasts of error correction models in economics, Fixed Effects Testing in High-Dimensional Linear Mixed Models, Testing sphericity using small samples, Analyzing Multi‐environment Variety Trials Using Randomization‐Derived Mixed Models, Tail Conditional Expectations for Elliptical Distributions, Improved estimates and forecasts of error correction models in economics, A multiple testing protocol for exploratory data analysis and the local misclassification rate, Censored time series analysis with autoregressive moving average models, Invariant tests for covariance structures in multivariate linear model, Characteristic behavior and order relations for indicator variograms, Two methods of orthogonally stepwise discrimination and their applications, Computationally efficient generation of Gaussian conditional simulations over regular sample grids, General joint conditional simulations using a fast Fourier transform method, Improved estimation for the autocovariances of a Gaussian stationary process, Detecting Common Longevity Trends by a Multiple Population Approach, QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE, Generalized Begun-Reid estimators for multiple hazard rates., Inferences on a normal covariance matrix and generalized variance with monotone missing data, A class of robust principal component vectors., Error rates in classification consisting of discrete and continuous variables in the presence of covariates, STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST, Testing autocorrelation in a system perspective testing autocorrelation, Probability inequalities in multivariate distributions, Estimation in a growth curve model with singular covariance, Trimmed $\tilde T^2$: A robust analog of Hotelling's $T^2$, Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions, Small sample performance of jackknife confidence intervals for the james-stein estimator, Generalized Hypergeometric Functions and Exact Distributions of Test Statistics, Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review, Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations, Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations, Fault detection of systems with redundant sensors using constrained Kohonen networks, A Test of Independence Based on the Likelihood of Cut-Points, Canonical Correlation Analysis Using Small Number of Samples, A Viable Alternative to Resorting to Statistical Tables, On the concavity of multivariate probability distribution functions, The $F$-test of homoscedasticity for correlated normal variables, A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications, Nonparametric factor analysis of residual time series, Complex zeros of trigonometric polynomials with standard normal random coefficients, A prior for the variance in hierarchical models, MacMahon's master theorem, representation theory, and moments of Wishart distributions, Joint confidence regions in the multivariate calibration problem, A comparison of discriminant procedures for binary variables., On non-contemporaneous short-run co-movements, A test of multivariate independence based on a single factor model, Multivariate CUSUM chart: properties and enhancements, Ridge Regression Estimation for Survey Samples, Modelling comovements of economic time series: a selective survey, Principal component analysis for interval‐valued observations, Exploratory factor analysis of large data matrices, A comparison of multivariate signal discrimination techniques, Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals, Testing Independence Among a Large Number of High-Dimensional Random Vectors, Adaptive smoothing in kernel discriminant analysis, Modeling Nelson–Siegel Yield Curve Using Bayesian Approach, A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations, Efficiency of t-Test and Hotelling's T ²-Test After Box-Cox Transformation, Data-Driven Fault Diagnosis: Multivariate Statistical Approach, Bayesian Structure Learning in Multilayered Genomic Networks, Gaussian process emulators for spatial individual‐level models of infectious disease, On a new procedure for identifying a dynamic common factor model, The Gibbs sampler with particle efficient importance sampling for state-space models*, Operator Approximation for Processing of Large Random Data Sets, Unnamed Item, Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices, A Paradoxical Result in Estimating Regression Coefficients, Van Trees inequality, group equivariance, and estimation of principal subspaces, Discrimination of tomato plants under different irrigation regimes: analysis of hyperspectral sensor data, High-dimensional linear mixed model selection by partial correlation, Block-diagonal test for high-dimensional covariance matrices, A similarity-based Bayesian mixture-of-experts model, Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems, Fiducial confidence limits and prediction limits for a gamma distribution: Censored and uncensored cases