scientific article; zbMATH DE number 3780417
From MaRDI portal
Publication:3959296
Cited in
(22)- Fast and robust bootstrap
- Variable selection for model-based clustering using the integrated complete-data likelihood
- A reweighting approach to robust clustering
- Graphical tools for model-based mixture discriminant analysis
- Testing for principal component directions under weak identifiability
- Testing proportionality of two high-dimensional covariance matrices
- Using projection-based clustering to find distance- and density-based clusters in high-dimensional data
- A mixture of coalesced generalized hyperbolic distributions
- Kernel dimension reduction in regression
- Classifying real-world data with the DD-procedure
- Optimal rank-based tests for common principal components
- The Forward Search
- Testing the equality of two high-dimensional spatial sign covariance matrices
- Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance
- Cluster analysis: a further approach based on density estimation.
- Variable selection in discriminant analysis: measuring the influence of individual cases.
- Exploring the number of groups in robust model-based clustering
- Principal component analysis for river network data: use of spatiotemporal correlation and heterogeneous covariance structure
- Projection pursuit exploratory data analysis
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Some relations between the comparison of covariance matrices and principal component analysis
- Zero variance differential geometric Markov chain Monte Carlo algorithms
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 Q3959296)
