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)

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
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
Large covariance estimation for compositional data via composition-adjusted thresholding
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
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
Variable selection in multivariate linear regression models subject to sampling errors
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

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