scientific article; zbMATH DE number 1964693

zbMath1039.62044MaRDI QIDQ4420195

T. W. Anderson

Publication date: 14 August 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)

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changes, Nonparametric test for the homogeneity of the overall variability, Simple moment-based inferences of generalized concordance correlation, A linear model-based test for the heterogeneity of conditional correlations, On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic, Interval estimators for reliability: the bivariate normal case, Comparing the mean vectors of two independent multivariate log-normal distributions, Optimal asymmetric classification procedures for interval-screened normal data, Things that make us different: analysis of deviance with time-use data, A comparison of different procedures for principal component analysis in the presence of outliers, Segmented classification analysis with a class of rectangle-screened elliptical populations, A Simple Two-Sample Test in High Dimensions Based on L²-Norm, Uncertainty in functional principal component analysis, Multivariate analysis of variance for functional data, Inference about long run canonical correlations, Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace, Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension, The Elements of Multi-Variate Analysis for Data Science, Multi-sample test for high-dimensional covariance matrices, A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data, Quantifying networks complexity from information geometry viewpoint, Location‐invariant Multi‐sample U‐tests for Covariance Matrices with Large Dimension, Using observed confidence levels to perform principal component analyses, Predictive Algorithm for Detection of Microcracks from Macroscale Observables, Unnamed Item, The Dantzig Discriminant Analysis with High Dimensional Data, Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix, Testing independence in high-dimensional multivariate normal data, A Modification on the Friedman Test Statistic, Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model, Statistical and Knowledge Supported Visualization of Multivariate Data, Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis, Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality, Equivalence between direct and indirect effects with different sets of intermediate variables and covariates, Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation, Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model, Estimating the Rank of the Spectral Density Matrix, Nonparametric tests of independence based on interpoint distances, A test for the complete independence of high-dimensional random vectors, Classification rules for two parameter exponential populations under order restrictions on parameters, Unnamed Item, Optimum Critical Value for Pre-Test Estimator, Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding, Unnamed Item, On the reduction of a random basis, Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications, Adaptive robust genetic association tests using case‐parents triad families, Approximation of the power functions of Roy’s largest root test under general spiked alternatives, Finite sample properties of the GMM Anderson–Rubin test, Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology, Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function, Testing simultaneously different covariance block diagonal structures – the multi-sample case, MTests with a New Normalization Matrix, Multivariate nonparametric methods in two-way balanced designs: performances and limitations in small samples, Confidence Intervals for the Normal Multiple Correlation, Best Linear Classification Rule for Multivariate Interval Screened Data, Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions, Discriminant analysis with mixed non normal variables, Some inequalities for covariance with applications in statistics, Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles, Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions, Distributed inference for two‐sample U‐statistics in massive data analysis, Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data, Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues, Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions, Ridgelized Hotelling’s T² test on mean vectors of large dimension, Assessment of Covariance Selection Methods in High-Dimensional Gaussian Graphical Models, Simultaneous confidence tubes for comparing several multivariate linear regression models, Hypothesis testing in multivariate normal models with block circular covariance structures, Use of Random Integration to Test Equality of High Dimensional Covariance Matrices, Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA, Adaptive Tests for Bandedness of High-dimensional Covariance Matrices, A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications, Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios, Bayesian decision rules to classification problems, Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis, Minimum cost‐compression risk in principal component analysis, Robust PCA for high‐dimensional data based on characteristic transformation, The moderate deviation principles of likelihood ratio tests under alternative hypothesis, Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis, Simple strategies that generate bounded solutions for the multiple‐choice multi‐dimensional knapsack problem: a guide for OR practitioners, New precise model of studentized principal components, Classification by likelihood accordance functions, Classification of observations into von Mises-Fisher populations with unknown parameters, Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices, Interpoint Distance Classification of High Dimensional Discrete Observations, Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data, Principal Components Analysis for Right Censored Data, Finite sample \(t\)-tests for high-dimensional means, Tyler's and Maronna's M-estimators: non-asymptotic concentration results, A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm, Some correlation tests for vectors of large dimension, Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting, A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach, Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding, Flexible factor model for handling missing data in supervised learning, Regression models of Pearson correlation coefficient, The Wishart distribution with two different degrees of freedom, Asymptotic standard errors of intraclass correlation coefficients for two-way model, Exact and approximate computation of critical values of the largest root test in high dimension, High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables, Moments of the likelihood-based discriminant function, Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure, The Wishart distribution on symmetric cones, Bayesian estimation of correlation matrices of longitudinal data, Addressing non-normality in multivariate analysis using the \(t\)-distribution, Universal Features for High-Dimensional Learning and Inference, A portmanteau local feature discrimination approach to the classification with high-dimensional matrix-variate data, The confidence density for correlation, Robust matrix estimations meet Frank-Wolfe algorithm, Estimation and classification using progressive type-II censored samples from two exponential populations with a common location, An Edgeworth-type expansion for the distribution of a likelihood-based discriminant function, Testing the independence of variables for specific covariance structures: A simulation study, An analysis of the impact of rent control on New York City housing, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, Simultaneous Spatial Panel Data Models with Common Shocks, Testing independence under a block compound symmetry covariance structure, Classification rules for two exponential populations with common location and ordered scales under censored samples, Krip: high-speed hardware-oriented stream cipher based on a non-autonomous nonlinear shift register, Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices, Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss, Positive-definite thresholding estimators of covariance matrices with zeros, A bootstrap method for spectral statistics in high-dimensional elliptical models, Logarithmic law of large random correlation matrices, Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals, Dimension-agnostic inference using cross U-statistics, A new confidence interval for standardized generalized variances of k -multivariate normal populations, Sharp optimality for high-dimensional covariance testing under sparse signals, A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes, A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors, Multiclass sparse discriminant analysis incorporating graphical structure among predictors, Detection of Multiple Structural Breaks in Large Covariance Matrices, Rank-based indices for testing independence between two high-dimensional vectors, Rank-based max-sum tests for mutual independence of high-dimensional random vectors, Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones, Inadmissibility of the corrected Akaike information criterion, Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing, Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices