scientific article; zbMATH DE number 1964693

zbMATH Open1039.62044MaRDI QIDQ4420195FDOQ4420195

Publication date: 14 August 2003

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

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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)

Smoothness properties and gradient analysis under spatial Dirichlet process models
Lens data depth and median
Testing for independence of large dimensional vectors
Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
Mixtures of traces of Wishart and inverse Wishart matrices
Hypothesis testing for high-dimensional time series via self-normalization
Computation of maximum likelihood estimates in cyclic structural equation models
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method
Relative perturbation bounds with applications to empirical covariance operators
An extreme-value approach for testing the equality of large U-statistic based correlation matrices
Asymptotic theory in model diagnostic for general multivariate spatial regression
Distance-based measures of association with applications in relating hyperspectral images
Linear models with doubly exchangeable distributed errors
Adaptive estimation in structured factor models with applications to overlapping clustering
Estimating covariance and precision matrices along subspaces
Gaussian scale mixture models for robust linear multivariate regression with missing data
Optimal Bayesian minimax rates for unconstrained large covariance matrices
Statistics for the Luria-Delbrück distribution
Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
Tests of zero correlation using modified RV coefficient for high-dimensional vectors
Reliability of maximum spanning tree identification in correlation-based market networks
Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
Estimation of the number of spikes, possibly equal, in the high-dimensional case
Analysis of variance for high-dimensional time series
Phase-II monitoring and diagnosing of multivariate categorical processes using generalized linear test-based control charts
Confidence Intervals for the Normal Multiple Correlation
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
Contaminated normal type symmetry model and decomposition of symmetry for square contingency tables
Covariance matrix testing in high dimension using random projections
Self-normalization: taming a wild population in a heavy-tailed world
Convergence of the reach for a sequence of Gaussian-embedded manifolds
Power computation for hypothesis testing with high-dimensional covariance matrices
A \(U\)-classifier for high-dimensional data under non-normality
Robust multistratum baseline designs
Concentration of measure for radial distributions and consequences for statistical modeling
Inference about long run canonical correlations
Directional testing for high dimensional multivariate normal distributions
A study of two high-dimensional likelihood ratio tests under alternative hypotheses
Convergence of the empirical spectral distribution function of beta matrices
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
Maximum likelihood estimation of Gaussian mixture models without matrix operations
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Multivariate tests of uniformity
An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
Asymptotic power of likelihood ratio tests for high dimensional data
On shape of high massive excursions of trajectories of Gaussian homogeneous fields
Hypothesis testing in high-dimensional instrumental variables regression with an application to genomics data
Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
A new estimator of covariance matrix via partial Iwasawa coordinates
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A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices
Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
Testing the equality of matrix distributions
Asymptotic power of Rao's score test for independence in high dimensions
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
Process monitoring using a generalized probabilistic linear latent variable model
Classification by likelihood accordance functions
Global and local two-sample tests via regression
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
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
Small-ball probabilities for the volume of random convex sets
On testing for nonlinearity in multivariate time series
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Robust concentration graph model selection
Testing identity of high-dimensional covariance matrix
Tyler's and Maronna's M-estimators: non-asymptotic concentration results
Raw data maximum likelihood estimation for common principal component models: a state space approach
Test for high-dimensional correlation matrices
Testing multivariate quantile by empirical likelihood
Generalized \(F\) test for high dimensional linear regression coefficients

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