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
A robust-filtering method for noisy non-stationary multivariate time series with econometric applications
Detecting factors of quadratic variation in the presence of market microstructure noise
A Gaussian sequence approach for proving minimaxity: a review
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
Polarimetric detection for vector-sensor processing in quaternion proper Gaussian noises
Clustering rows and/or columns of a two-way contingency table and a related distribution theory
Applying an approximation of the Anderson discriminant function and support vector machines for solving some classification tasks
High-dimensional two-sample mean vectors test and support recovery with factor adjustment
Two-dimensional robust source localization under non-Gaussian noise
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
Successive normalization of rectangular arrays
A Modification on the Friedman Test Statistic
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices
Modelling the role of variables in model-based cluster analysis
Adaptive test for mean vectors of high-dimensional time series data with factor structure
Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Testing the independence of sets of large-dimensional variables
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
Interpoint Distance Classification of High Dimensional Discrete Observations
A simple two-sample test in high dimensions based on \(L^2\)-norm
Comparing estimation methods of non-stationary errors-in-variables models
Estimating the probability of a class at a point by the approximation of one discriminant function
Test on the linear combinations of covariance matrices in high-dimensional data
Hypothesis testing on linear structures of high-dimensional covariance matrix
Simultaneous modelling of the Cholesky decomposition of several covariance matrices
Evaluation of the posterior probability of a class with a series of Anderson discriminant functions
Dynamic linear discriminant analysis in high dimensional space
Model-based clustering of censored data via mixtures of factor analyzers
On the reduction of a random basis
Inequalities in Statistics and Information Measures
A test for multivariate skew-normality based on its canonical form
Equivalence between direct and indirect effects with different sets of intermediate variables and covariates
A test for the complete independence of high-dimensional random vectors
Testing for common principal components under heterokurticity
Exact conditioning of Gaussian fields on wavelet coefficients
On maximum likelihood estimation in factor analysis-an algebraic derivation

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