scientific article; zbMATH DE number 3673370

MaRDI QIDQ3870155zbMATH OpenFDO

Authors Kanti V. Mardia, John T. Kent, J. M. Bibby

Publication date 1979

Cited in

(only showing first 100 items - show all)

On the built-in restrictions in linear mixed models, with application to smoothing spline analysis of variance
Supervised classification with structured class definitions.
On an eigenvalue property relevant in correspondence analysis and related methods
Sparse quadratic classification rules via linear dimension reduction
A note on the fourth cumulant of a finite mixture distribution
Mean shapes, projections and intrinsic limiting distributions
Multilinear tensor regression for longitudinal relational data
Improved Approximation and Visualization of the Correlation Matrix
Detecting an innovative outlier in a set of time series
Nonparametric Markov chain bootstrap for multiple imputation
Minimum message length estimation using EM methods: a case study
Interpolation-based reduced-order modelling for steady transonic flows via manifold learning
Additive nonparametric regression on principal components
Testing independence under a block compound symmetry covariance structure
A recursive algorithm on estimating the parameters in multilevel models subject to the measurement errors on the covariates
Pooled association tests for rare genetic variants: a review and some new results
A robust method for cluster analysis
Spectrum estimation for large dimensional covariance matrices using random matrix theory
On fair person classification based on efficient factor score estimates in the multidimensional factor analysis model
Development and evaluation of geostatistical methods for non-Euclidean-based spatial covariance matrices
PLS for Big Data: a unified parallel algorithm for regularised group PLS
A spatial model for multivariate lattice data
The NPAIRS computational statistics framework for data analysis in neuroimaging
Torus principal component analysis with applications to RNA structure
Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
Latent models for cross-covariance
Bayesian Poisson log-bilinear models for mortality projections with multiple populations
On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector
Efficient Covariance Approximations for Large Sparse Precision Matrices
Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression
Simultaneous multivariate tests under the normality assumption
Singular value decomposition of the third multivariate moment
Skewed factor models using selection mechanisms
A distance-based model for spatial prediction using radial basis functions
On the estimation of a binary response model in a selected population
The multivariate alpha-power model
Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
Stochastic production frontiers and panel data: A latent variable framework
On the Schoenberg transformations in data analysis: theory and illustrations
The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
Sensitivity analysis of the strain criterion for multidimensional scaling
On Event Based State Estimation
Regression based thresholds in principal loading analysis
Time-varying functional principal components for non-stationary \(\text{EpCO}_2\) in freshwater systems
On Fitting generalized linear and non-linear models of mortality
Preprocessing noisy functional data: a multivariate perspective
Maximum entropy extreme‐value seasonal adjustment
Bivariate box plots based on quantile regression curves
Robust variable selection for model-based learning in presence of adulteration
Regression analysis with compositional data containing zero values
Multidimensional scaling on metric measure spaces
Measures of multivariate dependence based on a distance between Fisher information matrices
Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation
Principal component analysis for histogram-valued data
Edge selection for undirected graphs
Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century
Upstream actuation for bluff-body wake control driven by a genetically inspired optimization
Matrix computations for information retrieval and major and outlier cluster detection
On the distribution of the largest eigenvalue in principal components analysis
A variable selection approach in the multivariate linear model: an application to LC-MS metabolomics data
Funding shortages, expectations, and forward rate risk premium
Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
Highlighting relationships between heterogeneous biological data through graphical displays based on regularized canonical correlation analysis
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Visualizing main effects and interaction in multiple non-symmetric correspondence analysis
A new goodness of fit test for multivariate normality
Noisy Independent Component Analysis as a Method of Rotating the Factor Scores
Map learning with uninterpreted sensors and effectors
Random projections as regularizers: learning a linear discriminant from fewer observations than dimensions
Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
Combining climate model output via model correlations
Sparse permutation invariant covariance estimation
A test based on data depth for testing location-scale of the two multivariate populations
Semisupervised multimodal dimensionality reduction
Levels of complexity in financial markets
A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation
A unified theory of confidence regions and testing for high-dimensional estimating equations
Third cumulant for multivariate aggregate claim models
Bayesian estimation of constrained mean-covariance of normal distributions
A general framework for dimensionality reduction of K-means clustering
Calibration estimation of distribution function based on multidimensional scaling of auxiliary information
Applications of resampling methods in multivariate Liu estimator
Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
Label- and level-invariant graphical log-linear models
Large-scale kernel methods for independence testing
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
Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
Rejoinder: ``Brownian distance covariance
Optimizing MSE for clustering with balanced size constraints
A conversation with Kanti Mardia
An extension of Bar-Hen's preliminary test procedure
Affine equivariant multivariate rank methods
Sequences of elliptical distributions and mixtures of normal distributions
Estimation of equifrequency histograms
Factor analysis parameter estimation from incomplete data
A matrix-valued Bernoulli distribution
Flexible low-rank statistical modeling with missing data and side information
A DC Programming Approach for Finding Communities in Networks

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