scientific article; zbMATH DE number 3626442

MaRDI QIDQ4188597zbMATH OpenFDO

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Publication date 1977

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Nonlinear principal components. II: Characterization of normal distributions
Sliced mean variance-covariance inverse regression
Semisupervised learning from dissimilarity data
Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
Descriptive statistics for multivariate distributions
A set of independent sequential residuals for the multivariate regression model
Pattern recognition in several sequences: Consensus and alignment
Relationships between linear systems theory and covariance structure modeling
M-methods in growth curve analysis
Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
A consistent test for multivariate normality based on the empirical characteristic function
A comparison between two distance-based discriminant principles
Monte Carlo comparisons of selected clustering procedures
On the relationships between SVD, KLT and PCA
Distributional assumptions and observed conservatism in the theory of signal detectability
Prediction of pollution levels by mixed order multi-variable AR scheme
Data driven smooth tests for bivariate normality
A t-distribution plot to detect non-multinormality.
Simulated latent variable estimation of models with ordered categorical data
A conversation with Ramanathan Gnanadesikan.
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Variable selection and pattern recognition with gene expression data generated by the microarray technology
A non-parametric method to estimate the number of clusters
Fitting parabolas in noisy images
A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market
On equivalence of predictors/estimators under a multivariate general linear model with augmentation
Visualizing data through curvilinear representations of matrices
Robust distances for outlier-free goodness-of-fit testing
Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
Latent scale linear models for multivariate ordinal responses and analysis by the method of weighted least squares
Properties of shrinkage estimators in linear regression when disturbances are not normal
Common principal components for dependent random vectors
Validating visual clusters in large datasets: fixed point clusters of spectral features.
Invariant tests for multivariate normality: A critical review
Survival modeling through recursive stratification
Weighting and selection of variables for cluster analysis
A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances
Normality testing for a long-memory sequence using the empirical moment generating function
Canonical analysis applied to multivariate analysis of variance
Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
Sample truncation strategies for outlier removal in geochemical data: the MCD robust distance approach versus t-SNE ensemble clustering
The Box-Cox transformation: review and extensions
A slice of multivariate dimension reduction
Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test
On shrinkage estimators in matrix variate elliptical models
Analyzing the genotype-by-environment interactions under a randomization-derived mixed model
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
Better alternatives to current methods of scaling and weighting data for cluster analysis
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Survey of methods to visualize alternatives in multiple criteria decision making problems
Inverse Box\,-\,Cox: the power-normal distribution
Reusable components in decision tree induction algorithms
Comparison of Chernoff-type face and non-graphical methods for clustering multivariate observations
On the consistency properties of linear and quadratic discriminant analyses
An incomplete data approach to the analysis of covariance structures
Percentile envelope for detecting supernormality in regression analysis
A novel approach for part family formation for reconfiguration manufacturing system
The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate t distribution
Sparse optimal discriminant clustering
scientific article; zbMATH DE number 3831087 (Why is no real title available?)
F-probability plot and its application to multivariate normality
The Influence Function and its Application to Data Validation
The Use of Influence Functions for Outlier Detection and Data Editing
Preliminary tests when comparing means
Critical values for testing in multivariate statistical outliers
Goodness-of-Fit Tests for Multivariate Distributions
Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
A correlation type procedure for assessing multivariate normality
Robust Principal Components
Smooth tests of goodness of fit for regular distributions
On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
Ordered Categories: Graphs Showing Empirical Relations Between One Proportion and Another, and Comparison with Theories
Surface Reconstruction from Unorganized Point Data with Quadrics
The multivariate Fermi-Dirac distribution and its applications in quality control
Infiuence functions for certain parameters in discriminant analysis when a single discriminant function is not adequate
Testing multivariate normality using several samples: applications techniques
Assessing multivariate normality: a compendium
Testing multivariate normality by simulation
A graphical procedure for comparing the principal components of several covariance matrices
Some empirical distribution function tests for multivariate normality
A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
Generalizations of barlett's and hartley's tests of homogeneity using “overall variability”
Varstab: a procedure for determining homoscedastic transformations of multivariate normal populations
Robustness of three power transformation estimation procedures
Comparison of multivariate distributions using quantile-quantile plots and related tests
Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables
Families of neighbour designs and their analysis
Properties of two tests for outliers in multivariate data
Selection of the number of clusters via the bootstrap method
Multivariate statistical process monitoring and diagnosis with grouped regression‐adjusted variables
Multivariate goodness-of-fit tests based on statistically equivalent blocks
Transformation of non positive semidefinite correlation matrices
A New Graphical Test for Multivariate Normality
A test for multivariate structure
Save: a method for dimension reduction and graphics in regression
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Influence functions for certain parameters in multivariate analysis
An Appraisal and Bibliography of Tests for Multivariate Normality
QQ-plot approach to robust Kalman filtering
Some p-variate adaptations of the shapiro-wilk test of normality

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