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
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
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
A direct approach for sparse quadratic discriminant 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
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
A numerical likelihood-based approach to combining correlation matrices
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
Shrinkage estimation under multivariate elliptic models
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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

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