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)

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
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
A Numerical Likelihood-Based Approach to Combining Correlation Matrices
An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
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Shrinkage Estimation Under Multivariate Elliptic Models
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
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
Analysis of spatial distribution of marker expression in cells using boundary distance plots
Sequential optimizing strategy in multi-dimensional bounded forecasting games
Regression models of Pearson correlation coefficient
A new class of spatial concentration measures
Testing for sphericity in a fixed effects panel data model
Structural equation modeling of multivariate gamma density
New asymptotic results in principal component analysis
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
Optimal rank-based tests for homogeneity of scatter
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Complete monotonicity for inverse powers of some combinatorially defined polynomials
Quadratic discriminant analysis by projection
Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic
Distance estimation in numerical data sets with missing values
Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding
A robust factor analysis model using the restricted skew-\(t\) distribution
Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
Spatial J-test: some Monte Carlo evidence
Local kernel canonical correlation analysis with application to virtual drug screening
A linear model-based test for the heterogeneity of conditional correlations
Two-sample test in high dimensions through random selection
Testing regression coefficients in high-dimensional and sparse settings
A comparison of tests for the one-way ANOVA problem for functional data
An optimal classification rule for multiple interval-screened scale mixture of normal populations
On the Wick theorem for mixtures of centered Gaussian distributions
A comparative study of robust and stable estimates of multivariate location
Sharp optimality for high-dimensional covariance testing under sparse signals
Homogeneity testing via weighted affinity in multiparameter exponential families
An approximation to the information matrix of exponential family finite mixtures
The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior
Optimal rank-based tests for common principal components
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A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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
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
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

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