scientific article; zbMATH DE number 3673370
zbMATH Open0432.62029MaRDI QIDQ3870155FDOQ3870155
Authors: Kanti V. Mardia, John T. Kent, J. M. Bibby
Publication date: 1979
Title of this publication is not available (Why is that?)
cluster analysisfactor analysishypothesis testingprincipal component analysiscanonical correlation analysisdirectional datakurtosisskewnessmultidimensional scalingdiscriminant analysisdata matrixmultivariate analysis of variancerobust estimatorstables of critical valuesgraphical presentationmultivariate regression analysiseconomic regression modelsFisher-Behrens problemjack- knifing
Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)
Cited In (only showing first 100 items - show all)
- Singular value decomposition of the third multivariate moment
- Noisy Independent Component Analysis as a Method of Rotating the Factor Scores
- Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Variable selection for Fisher linear discriminant analysis using the modified sequential backward selection algorithm for the microarray data
- Some applications for the useful mutual information
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
- The noncentral Bartlett decompositions and shape densities
- Model-based maximum covariance analysis for irregularly observed climatological data
- On data preconditioning for regularized loss minimization
- A robust testing procedure for the equality of covariance matrices
- Approximate null distribution of the largest root in multivariate analysis
- An asymmetric multivariate weibull distribution
- Nonlinear manifold representations for functional data
- The canonical analysis of distance
- Algebraic factor analysis: tetrads, pentads and beyond
- Some properties of canonical correlations and variates in infinite dimensions
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
- The geometry of linear separability in data sets
- Clusterability assessment for Gaussian mixture models
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
- Generalized stochastic frontier production models
- Stable Likelihood Computation for Gaussian Random Fields
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Methods of canonical analysis for functional data.
- Robust concentration graph model selection
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model
- A multi-stage method for content classification and opinion mining on weblog comments
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression
- Sign test of independence between two random vectors.
- Functional principal components analysis via penalized rank one approximation
- Some robust estimates of principal components
- Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
- Ordination in the presence of group structure, for general multivariate data
- Bayesian analysis of population structure based on linked molecular information
- Limitations on detecting row covariance in the presence of column covariance
- The role of fairness in competitive supply chain relationships: an experimental study
- Minimax estimation in sparse canonical correlation analysis
- A two-tier full-information item factor analysis model with applications
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
- Magnetic resonance tissue quantification using optimal bSSFP pulse-sequence design
- Canonical correlation analysis based on information theory
- Quadratic forms for skew-normal random vectors
- Cluster analysis for portfolio optimization
- Simple bounds for recovering low-complexity models
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
- Efficiency and equity in private and public education: a nonparametric comparison
- Manifold matching: joint optimization of fidelity and commensurability
- Orthogonal simple component analysis: a new, exploratory approach
- Dimensionality reduction for data of unknown cluster structure
- Spectral analysis of the fourth moment matrix
- A SINful approach to Gaussian graphical model selection
- A nonparametric belief propagation method for uncertainty quantification with applications to flow in random porous media
- Are a set of microarrays independent of each other?
- Functional factor analysis for periodic remote sensing data
- Local Procrustes for manifold embedding: a measure of embedding quality and embedding algorithms
- Multi-sample cluster analysis using Akaike's information criterion
- Minimization for conditional simulation: relationship to optimal transport
- Bayesian nonparametric classification for spectroscopy data
- Generalized \(F\)-tests for the multivariate normal mean
- Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms
- Predicting rRNA-, RNA-, and DNA-binding proteins from primary structure with support vector machines
- Many to one comparisons in a longitudinal binary data setup
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
- A non-linear dimension reduction methodology for generating data-driven stochastic input models
- A stochastic multiscale framework for modeling flow through random heterogeneous porous media
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- Dimensionality reduction of bistable biological systems
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- Degree stability of a minimum spanning tree of price return and volatility
- Calibration of the empirical likelihood for high-dimensional data
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model
- Linear transformations to symmetry
- Autoregressive-output-analysis methods revisited
- Class visualization of high-dimensional data with applications.
- Geometry of maximum likelihood estimation in Gaussian graphical models
- Intrinsic random fields and image deformations
- A note on the fourth cumulant of a finite mixture distribution
- Mean shapes, projections and intrinsic limiting distributions
- Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression
- On Fitting generalized linear and non-linear models of mortality
- On the estimation of a binary response model in a selected population
- On Event Based State Estimation
- Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
- A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation
- Rejoinder: ``Brownian distance covariance
- An automated (Markov chain) Monte Carlo EM algorithm
- Bayesian model checking for multivariate outcome data
- Enhanced linearized reduced-order models for subsurface flow simulation
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Variable selection in linear regression: several approaches based on normalized maximum likelihood
- Informational distances and related statistics in mixed continuous and categorical variables
- Matrix-variate Dirichlet process priors with applications
- Descriptive measures of multivariate scatter and linear dependence
- Detecting random-effects model misspecification via coarsened data
- Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates
- A family of matrices, the discretized Brownian bridge, and distance-based regression
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3870155)