scientific article; zbMATH DE number 3626442

zbMATH Open0403.62034MaRDI QIDQ4188597FDOQ4188597

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Publication date: 1977

Title of this publication is not available (Why is that?)

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (only showing first 100 items - show all)

Some remarks to multivariate regression model.
Pattern recognition in several sequences: Consensus and alignment
A note on the multivariate Box-Cox transformation to normality
Validating visual clusters in large datasets: fixed point clusters of spectral features.
Descriptive statistics for multivariate distributions
A consistent test for multivariate normality based on the empirical characteristic function
Common principal components for dependent random vectors
A \(t\)-distribution plot to detect non-multinormality.
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Robust Principal Components
A non-parametric method to estimate the number of clusters
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
F-probability plot and its application to multivariate normality
Robust distances for outlier-free goodness-of-fit testing
Influence functions for certain parameters in multivariate analysis
Distributional assumptions and observed conservatism in the theory of signal detectability
Survival modeling through recursive stratification
Efficiency of test for independence after Box--Cox transformation
A novel approach for part family formation for reconfiguration manufacturing system
Generalized probability--probability plots
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Polyhedron graphs for displaying multivariate data
Assessing multivariate normality: a compendium
Testing multivariate normality using several samples: applications techniques
Normality testing for a long-memory sequence using the empirical moment generating function
Some empirical distribution function tests for multivariate normality
Penalized cluster analysis with applications to family data
Selection of the number of clusters via the bootstrap method
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
Critical values for testing in multivariate statistical outliers
On shrinkage estimators in matrix variate elliptical models
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
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
A test for multivariate structure
Preliminary tests when comparing means
A MATLAB package for multivariate normality test
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Properties of two tests for outliers in multivariate data
Variable selection and pattern recognition with gene expression data generated by the microarray technology
Monte Carlo comparisons of selected clustering procedures
Hyper least squares fitting of circles and ellipses
Some p-variate adaptations of the shapiro-wilk test of normality
Sparse optimal discriminant clustering
Fitting conditional distributions using orthogonal expansions
On the relationships between SVD, KLT and PCA
Comparison of multivariate distributions using quantile-quantile plots and related tests
An Appraisal and Bibliography of Tests for Multivariate Normality
Save: a method for dimension reduction and graphics in regression
Relationships between linear systems theory and covariance structure modeling
On the consistency properties of linear and quadratic discriminant analyses
Some relations between the comparison of covariance matrices and principal component analysis
Tests of multinormality based on location vectors and scatter matrices
Analyzing the genotype-by-environment interactions under a randomization-derived mixed model
Smooth tests of goodness of fit for regular distributions
An incomplete data approach to the analysis of covariance structures
Transformation of non positive semidefinite correlation matrices
A power study of goodness-of-fit tests for multivariate normality implemented in R
A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
The Box-Cox transformation: review and extensions
Nonlinear principal components. II: Characterization of normal distributions
Goodness-of-Fit Tests for Multivariate Distributions
Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
Surface Reconstruction from Unorganized Point Data with Quadrics
Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
Families of neighbour designs and their analysis
A New Graphical Test for Multivariate Normality
Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
Survey of methods to visualize alternatives in multiple criteria decision making problems
Multivariate statistical process monitoring and diagnosis with grouped regression‐adjusted variables
Prediction of pollution levels by mixed order multi-variable AR scheme
Varstab: a procedure for determining homoscedastic transformations of multivariate normal populations
Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
A comparison between two distance-based discriminant principles
MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution
Self-Calibrating Quantile–Quantile Plots
A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
Testing multivariate normality by simulation
On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
PMSE performance of two different types of preliminary test estimators under a multivariate t error term
The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a MultivariatetDistribution
Latent scale linear models for multivariate ordinal responses and analysis by the method of weighted least squares
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Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
Discriminant procedures based on efficient robust discriminant coordinates
Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data
The multivariate Fermi-Dirac distribution and its applications in quality control
QQ-plot approach to robust Kalman filtering
The Influence Function and its Application to Data Validation
Data driven smooth tests for bivariate normality
Percentile envelope for detecting supernormality in regression analysis

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