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)

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
Estimating the Rank of the Spectral Density Matrix
The spectrum of kernel random matrices
On testing sphericity and identity of a covariance matrix with large dimensions
Minimax estimation in sparse canonical correlation analysis
A semiparametric approach to mixed outcome latent variable models: estimating the association between cognition and regional brain volumes
Estimation of spiked eigenvalues in spiked models
On information plus noise kernel random matrices
On the incommensurability phenomenon
A regularized profile likelihood approach to covariance matrix estimation
A triangle test for equality of distribution functions in high dimensions
EIGENVALUE DECOMPOSITION AS A GENERALIZED SYNCHRONIZATION CLUSTER ANALYSIS
Are a set of microarrays independent of each other?
Approximation of the Distribution of the Location Parameter in the Growth Curve Model
Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media
Partial correlation with copula modeling
Ensemble Kalman filtering with shrinkage regression techniques
Generalized canonical correlation analysis for classification
On extension of some identities for the bias and risk functions in elliptically contoured distributions
Variable selection in nonparametric classification via measurement error model selection likelihoods
Likelihood ratio test in multivariate linear regression: from low to high dimension
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
Testing equality of means when the observations are from functional time series
Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data
On a general class of long run variance estimators
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
Groups acting on Gaussian graphical models
Tests for covariance matrix with fixed or divergent dimension
Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects
Selection of weak VARMA models by modified Akaike's information criteria
An exact test for a column of the covariance matrix based on a single observation
Efficient computational algorithm for optimal allocation in regression models
Hierarchical factor models for large spatially misaligned data: a low-rank predictive process approach
Operator norm consistent estimation of large-dimensional sparse covariance matrices
Spectrum estimation for large dimensional covariance matrices using random matrix theory
Multilevel dimensionality-reduction methods
Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
Canonical correlation analysis for elliptical copulas
Monitoring Nonlinear Profiles with Random Effects by Nonparametric Regression
Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
Covariance estimation: the GLM and regularization perspectives
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
Efficient R-estimation of principal and common principal components
Limits of spiked random matrices. I
Generalized alternating direction method of multipliers: new theoretical insights and applications
fdANOVA: an R software package for analysis of variance for univariate and multivariate functional data
Permutation based testing on covariance separability
Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
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A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
Variational inference for probabilistic Poisson PCA
Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
A generalized least-square matrix decomposition
Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix

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