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)

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
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
Hypothesis Testing in High-Dimensional Instrumental Variables Regression With an Application to Genomics Data
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
Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data
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
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
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
An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
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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

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