scientific article; zbMATH DE number 1964693

zbMATH Open1039.62044MaRDI QIDQ4420195FDOQ4420195

Publication date: 14 August 2003

Title of this publication is not available (Why is that?)

Recommendations

scientific article; zbMATH DE number 3945094
scientific article; zbMATH DE number 1113394
scientific article; zbMATH DE number 2109346
scientific article; zbMATH DE number 871848
scientific article
scientific article; zbMATH DE number 1350311
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)

Identity tests for high dimensional data using RMT
Error rates in classification of multivariate Gaussian random field observation
Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
Discriminant analysis of time series in the presence of within-group spectral variability
Testing independence in high-dimensional multivariate normal data
Theoretical and empirical estimates of mean-variance portfolio sensitivity
Testing linear hypotheses in high-dimensional regressions
Optimum Critical Value for Pre-Test Estimator
Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
On the meaning of mean shape: manifold stability, locus and the two sample test
PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order
A central limit theorem for projections of the cube
A derivation of anti-Wishart distribution
A characterization of elliptical distributions and some optimality properties of principal components for functional data
High-dimensional sparse MANOVA
Some correlation tests for vectors of large dimension
Moments of minors of Wishart matrices
On surface integrals related to distributions of random matrices
Assessing the accuracy of sequential Gaussian simulation and cosimulation
A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
Nonparametric estimation of the threshold at an operating point on the ROC curve
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
Logistic regression with homoscedastic errors -- a Berkson model
Asymptotics for weakly dependent errors-in-variables
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
A note on Stein-type shrinkage estimator in partial linear models
Testing independence with high-dimensional correlated samples
Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
Quantifying networks complexity from information geometry viewpoint
Graph connection Laplacian and random matrices with random blocks
Small-ball probabilities for the volume of random convex sets
On testing for nonlinearity in multivariate time series
Title not available (Why is that?)
Robust concentration graph model selection
Testing identity of high-dimensional covariance matrix
Tyler's and Maronna's M-estimators: non-asymptotic concentration results
Raw data maximum likelihood estimation for common principal component models: a state space approach
Test for high-dimensional correlation matrices
Testing multivariate quantile by empirical likelihood
Generalized \(F\) test for high dimensional linear regression coefficients
Estimating the Rank of the Spectral Density Matrix
The spectrum of kernel random matrices
On testing sphericity and identity of a covariance matrix with large dimensions
Minimax estimation in sparse canonical correlation analysis
A semiparametric approach to mixed outcome latent variable models: estimating the association between cognition and regional brain volumes
Estimation of spiked eigenvalues in spiked models
On information plus noise kernel random matrices
On the incommensurability phenomenon
A regularized profile likelihood approach to covariance matrix estimation
A triangle test for equality of distribution functions in high dimensions
EIGENVALUE DECOMPOSITION AS A GENERALIZED SYNCHRONIZATION CLUSTER ANALYSIS
Are a set of microarrays independent of each other?
Approximation of the Distribution of the Location Parameter in the Growth Curve Model
Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media
Partial correlation with copula modeling
Ensemble Kalman filtering with shrinkage regression techniques
Generalized canonical correlation analysis for classification
On extension of some identities for the bias and risk functions in elliptically contoured distributions
Variable selection in nonparametric classification via measurement error model selection likelihoods
Likelihood ratio test in multivariate linear regression: from low to high dimension
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
Testing equality of means when the observations are from functional time series
Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data
On a general class of long run variance estimators
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
Groups acting on Gaussian graphical models
Tests for covariance matrix with fixed or divergent dimension
Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects
Selection of weak VARMA models by modified Akaike's information criteria
An exact test for a column of the covariance matrix based on a single observation
Efficient computational algorithm for optimal allocation in regression models
A robust-filtering method for noisy non-stationary multivariate time series with econometric applications
Detecting factors of quadratic variation in the presence of market microstructure noise
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
A Modification on the Friedman Test Statistic
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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4420195)