scientific article; zbMATH DE number 1964693
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- Applied multivariate data analysis.
- Multivariate Statistical Analysis
- Methods of multivariate analysis
- Growth curve models and statistical diagnostics
Cited in
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- Convergence of the reach for a sequence of Gaussian-embedded manifolds
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- Power computation for hypothesis testing with high-dimensional covariance matrices
- A \(U\)-classifier for high-dimensional data under non-normality
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- On shape of high massive excursions of trajectories of Gaussian homogeneous fields
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
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- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
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- Asymptotic theory in model diagnostic for general multivariate spatial regression
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- Performance analysis of reduced-dimension subspace signal filtering and detection in sample-starved environment
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- Robust tests for one or more allometric lines
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- A methodology for performing global uncertainty and sensitivity analysis in systems biology
- Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
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- Remodeling and estimation for sparse partially linear regression models
- Statistics for the Luria-Delbrück distribution
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
- Small-ball probabilities for the volume of random convex sets
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- High-dimensional consistent independence testing with maxima of rank correlations
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- Test for high dimensional covariance matrices
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- Polarimetric detection for vector-sensor processing in quaternion proper Gaussian noises
- Ridge-forward quadratic discriminant analysis in high-dimensional situations
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
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- On testing for sphericity with non-normality in a fixed effects panel data model
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- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
- Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
- Dynamic spatial panel data models with common shocks
- Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels
- High-dimensional linear models: a random matrix perspective
- Adaptive covariate acquisition for minimizing total cost of classification
- High-dimensional sphericity test by extended likelihood ratio
- Existence and uniqueness of the Kronecker covariance MLE
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
- A multivariate test for detecting fraud based on Benford's law, with application to music streaming data
- Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
- An overview of tests on high-dimensional means
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