scientific article; zbMATH DE number 1964693
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Publication:4420195
zbMATH Open1039.62044MaRDI QIDQ4420195FDOQ4420195
Authors: T. W. Anderson
Publication date: 14 August 2003
Title of this publication is not available (Why is that?)
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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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- 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
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- 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
- 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
- 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
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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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- 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
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- 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
- A Simple Two-Sample Test in High Dimensions Based on L2-Norm
- 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
- Parametrising correlation matrices
- Location‐invariant Multi‐sample U‐tests for Covariance Matrices with Large Dimension
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- 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
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- 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
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- A derivation of anti-Wishart distribution
- A characterization of elliptical distributions and some optimality properties of principal components for functional data
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- Assessing the accuracy of sequential Gaussian simulation and cosimulation
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
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