scientific article; zbMATH DE number 1964693

zbMATH Open1039.62044MaRDI QIDQ4420195FDOQ4420195

Publication date: 14 August 2003

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Applied multivariate data analysis.
Multivariate Statistical Analysis
Methods of multivariate analysis
Growth curve models and statistical diagnostics

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)

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

Classification of Observations into One of Two Artificially Dichotomized Classes by Using a Normal Screening Variable
Idea of constructing an image of Bayes action
Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
Non-Gaussian linear mixing models for hyperspectral images
Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
Regression model with elliptically contoured errors
Wasserstein Riemannian geometry of Gaussian densities
An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
A simultaneous test of mean vector and covariance matrix in high-dimensional settings
Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
A hierarchical Bayes ensemble Kalman filter
Complete consistency of estimators for regression models based on extended negatively dependent errors
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
Variance-estimation-free test of significant covariates in high-dimensional regression
A CLT for regularized sample covariance matrices
Multiple comparisons of several homoscedastic multivariate populations
A best linear threshold classification with scale mixture of skew normal populations
Classification into Kullback-Leibler balls in exponential families
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
On the maximum likelihood estimation of a covariance matrix
Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
Analysis of spatial distribution of marker expression in cells using boundary distance plots
Sequential optimizing strategy in multi-dimensional bounded forecasting games
Regression models of Pearson correlation coefficient
A new class of spatial concentration measures
Testing for sphericity in a fixed effects panel data model
Structural equation modeling of multivariate gamma density
New asymptotic results in principal component analysis
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
Optimal rank-based tests for homogeneity of scatter
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Complete monotonicity for inverse powers of some combinatorially defined polynomials
Quadratic discriminant analysis by projection
Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic
Distance estimation in numerical data sets with missing values
Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding
A robust factor analysis model using the restricted skew-\(t\) distribution
Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
Spatial J-test: some Monte Carlo evidence
Local kernel canonical correlation analysis with application to virtual drug screening
A linear model-based test for the heterogeneity of conditional correlations
Two-sample test in high dimensions through random selection
Testing regression coefficients in high-dimensional and sparse settings
A comparison of tests for the one-way ANOVA problem for functional data
An optimal classification rule for multiple interval-screened scale mixture of normal populations
On the Wick theorem for mixtures of centered Gaussian distributions
A comparative study of robust and stable estimates of multivariate location
A numerical likelihood-based approach to combining correlation matrices
Sharp optimality for high-dimensional covariance testing under sparse signals
Homogeneity testing via weighted affinity in multiparameter exponential families
An approximation to the information matrix of exponential family finite mixtures
The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior
Optimal rank-based tests for common principal components
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Shrinkage estimation under multivariate elliptic models
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
Identity tests for high dimensional data using RMT
Error rates in classification of multivariate Gaussian random field observation
Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
Discriminant analysis of time series in the presence of within-group spectral variability
Testing independence in high-dimensional multivariate normal data
Theoretical and empirical estimates of mean-variance portfolio sensitivity
Testing linear hypotheses in high-dimensional regressions
Optimum Critical Value for Pre-Test Estimator
Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
On the meaning of mean shape: manifold stability, locus and the two sample test
PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
A central limit theorem for projections of the cube
A derivation of anti-Wishart distribution
A characterization of elliptical distributions and some optimality properties of principal components for functional data
High-dimensional sparse MANOVA
Some correlation tests for vectors of large dimension
Moments of minors of Wishart matrices
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
On surface integrals related to distributions of random matrices
Assessing the accuracy of sequential Gaussian simulation and cosimulation
A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
Nonparametric estimation of the threshold at an operating point on the ROC curve
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
Logistic regression with homoscedastic errors -- a Berkson model
Asymptotics for weakly dependent errors-in-variables
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
A note on Stein-type shrinkage estimator in partial linear models
Testing independence with high-dimensional correlated samples
Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
Quantifying networks complexity from information geometry viewpoint
Graph connection Laplacian and random matrices with random blocks
Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods
Small-ball probabilities for the volume of random convex sets
On testing for nonlinearity in multivariate time series
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Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Robust concentration graph model selection
Testing identity of high-dimensional covariance matrix

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