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)

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
On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
Approximate null distribution of the largest root in multivariate analysis
Testing independence in high dimensions with sums of rank correlations
Optimal hypothesis testing for high dimensional covariance matrices
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators
Efficient computation of limit spectra of sample covariance matrices
Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
Multi-sample test for high-dimensional covariance matrices
Asymptotics of the two-stage spatial sign correlation
Optimal rank-based testing for principal components
Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions
Bias correction of the Akaike information criterion in factor analysis
High-dimensional consistency of rank estimation criteria in multivariate linear model
More powerful tests for sparse high-dimensional covariances matrices
Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
Variable Selection for Clustering with Gaussian Mixture Models
A two-sample test for high-dimensional data with applications to gene-set testing
Sparse PCA: optimal rates and adaptive estimation
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
A methodology for performing global uncertainty and sensitivity analysis in systems biology
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
Statistical procedures for the market graph construction
Positive-definite thresholding estimators of covariance matrices with zeros
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
Comparative analysis of two similarity measures for the market graph construction
Robustness of sign correlation in market network analysis
Optimal classification in sparse Gaussian graphic model
Selecting and estimating regular vine copulae and application to financial returns
\(M\) tests with a new normalization matrix
On the degrees of freedom in MCMC-based Wishart models for time series data
Singular values for products of two coupled random matrices: hard edge phase transition
Projection tests for high-dimensional spiked covariance matrices
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Variable selection via the weighted group Lasso for factor analysis models
Sign-based test for mean vector in high-dimensional and sparse settings
Gaussian graphical model estimation with false discovery rate control
Copula structure analysis
Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Test for high dimensional covariance matrices
Gaussian mixture vector autoregression
Searching for a source of difference in graphical models
Two sample tests for high-dimensional covariance matrices
Optimal covariance change point localization in high dimensions
Multiple testing and error control in Gaussian graphical model selection
Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
Hypothesis testing for high-dimensional covariance matrices
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
On Inverted Matrix Variate Gamma Distribution
Statistical analysis of factor models of high dimension
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
A convex optimization approach to high-dimensional sparse quadratic discriminant analysis
Brownian distance covariance
Efficient simulation for dependent rare events with applications to extremes
Kurtosis tests for multivariate normality with monotone incomplete data
\(e\)PCA: high dimensional exponential family PCA
Fast and accurate genome-wide association test of multiple quantitative traits
Convergence and prediction of principal component scores in high-dimensional settings
Tests for high-dimensional covariance matrices
WONDER: weighted one-shot distributed ridge regression in high dimensions
Testing independence under a block compound symmetry covariance structure
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

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