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)

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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
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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
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Correlation analysis of principal components from two populations
Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
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LASSO-based multivariate linear profile monitoring
Inference for singly imputed synthetic data based on posterior predictive sampling under multivariate normal and multiple linear regression models
The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables
On the power of axial tests of uniformity on spheres
Some new copula based distribution-free tests of independence among several random variables
Gaussian convex bodies: a nonasymptotic approach
Identifying the computational problem in applied statistics
Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values
Matrix spectral norm Wielandt inequalities with statistical applications
A review of Gaussian Markov models for conditional independence
Nonparametric test for the homogeneity of the overall variability
A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data
Assessing the magnitude of the concentration parameter in a simultaneous equations model
Existence and uniqueness of the Kronecker covariance MLE
Multivariate analysis of variance for functional data
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
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Screening for Multiple Target Detection
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
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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
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
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Structural equation modeling of multivariate gamma density
New asymptotic results in principal component analysis
A direct approach for sparse quadratic discriminant analysis
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices

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