scientific article; zbMATH DE number 3626442

MaRDI QIDQ4188597zbMATH OpenFDO

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Publication date 1977

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scientific article; zbMATH DE number 6027110 (Why is no real title available?)
Some remarks to multivariate regression model.
Pattern recognition in several sequences: Consensus and alignment
A note on the multivariate Box-Cox transformation to normality
Descriptive statistics for multivariate distributions
Validating visual clusters in large datasets: fixed point clusters of spectral features.
A consistent test for multivariate normality based on the empirical characteristic function
Multivariate statistical process monitoring and diagnosis with grouped regression‐adjusted variables
Common principal components for dependent random vectors
Prediction of pollution levels by mixed order multi-variable AR scheme
A t-distribution plot to detect non-multinormality.
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
Robust Principal Components
Varstab: a procedure for determining homoscedastic transformations of multivariate normal populations
A non-parametric method to estimate the number of clusters
A comparison between two distance-based discriminant principles
Weighting and selection of variables for cluster analysis
Invariant tests for multivariate normality: A critical review
Comparison of Chernoff-type face and non-graphical methods for clustering multivariate observations
A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
Self-Calibrating Quantile–Quantile Plots
Robust distances for outlier-free goodness-of-fit testing
On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
Testing multivariate normality by simulation
F-probability plot and its application to multivariate normality
Distributional assumptions and observed conservatism in the theory of signal detectability
Latent scale linear models for multivariate ordinal responses and analysis by the method of weighted least squares
Survival modeling through recursive stratification
Influence functions for certain parameters in multivariate analysis
Efficiency of test for independence after Box--Cox transformation
A novel approach for part family formation for reconfiguration manufacturing system
scientific article; zbMATH DE number 3831087 (Why is no real title available?)
Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data
Discriminant procedures based on efficient robust discriminant coordinates
Generalized probability--probability plots
The multivariate Fermi-Dirac distribution and its applications in quality control
Data driven smooth tests for bivariate normality
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Polyhedron graphs for displaying multivariate data
The Influence Function and its Application to Data Validation
A conversation with Ramanathan Gnanadesikan.
QQ-plot approach to robust Kalman filtering
Percentile envelope for detecting supernormality in regression analysis
Normality testing for a long-memory sequence using the empirical moment generating function
Penalized cluster analysis with applications to family data
Sample truncation strategies for outlier removal in geochemical data: the MCD robust distance approach versus t-SNE ensemble clustering
Selection of the number of clusters via the bootstrap method
Assessing multivariate normality: a compendium
Testing multivariate normality using several samples: applications techniques
Some empirical distribution function tests for multivariate normality
A correlation type procedure for assessing multivariate normality
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
The Use of Influence Functions for Outlier Detection and Data Editing
Critical values for testing in multivariate statistical outliers
Properties of shrinkage estimators in linear regression when disturbances are not normal
On shrinkage estimators in matrix variate elliptical models
Fitting parabolas in noisy images
Highly robust estimation of dispersion matrices
Andrews plots for multivariate data: Some new suggestions and applications
Estimation of covariance matrix from geochemical data with observations below detection limits
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Ordered Categories: Graphs Showing Empirical Relations Between One Proportion and Another, and Comparison with Theories
A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances
Simulated latent variable estimation of models with ordered categorical data
Infiuence functions for certain parameters in discriminant analysis when a single discriminant function is not adequate
Better alternatives to current methods of scaling and weighting data for cluster analysis
Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
Sliced mean variance-covariance inverse regression
Semisupervised learning from dissimilarity data
Preliminary tests when comparing means
A test for multivariate structure
MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) error distribution
PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
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
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Visualizing data through curvilinear representations of matrices
Properties of two tests for outliers in multivariate data
Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data
Variable selection and pattern recognition with gene expression data generated by the microarray technology
Monte Carlo comparisons of selected clustering procedures
A slice of multivariate dimension reduction
Reusable components in decision tree induction algorithms
Hyper least squares fitting of circles and ellipses
Sparse optimal discriminant clustering
Robustness of three power transformation estimation procedures
Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test
Fitting conditional distributions using orthogonal expansions
Some p-variate adaptations of the shapiro-wilk test of normality
On the relationships between SVD, KLT and PCA
Comparison of multivariate distributions using quantile-quantile plots and related tests
Multivariate goodness-of-fit tests based on statistically equivalent blocks
Inverse Box\,-\,Cox: the power-normal distribution
A set of independent sequential residuals for the multivariate regression model
Relationships between linear systems theory and covariance structure modeling
An Appraisal and Bibliography of Tests for Multivariate Normality
Save: a method for dimension reduction and graphics in regression
On the consistency properties of linear and quadratic discriminant analyses

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