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; zbMATH DE number 994416
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)

Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions
A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
Testing for panel unit roots under general cross-sectional dependence
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
Smallest eigenvalue density for regular or fixed-trace complex Wishart-Laguerre ensemble and entanglement in coupled kicked tops
Multivariate nonparametric methods in two-way balanced designs: performances and limitations in small samples
Robust multivariate nonparametric tests via projection averaging
Multivariate capability indices: distributional and inferential properties
Accuracy of regularized D-rule for binary classification
High-dimensional asymptotics of prediction: ridge regression and classification
Roy's largest root under rank-one perturbations: the complex valued case and applications
Robust factor modelling for high-dimensional time series: an application to air pollution data
Bayesian Lasso with neighborhood regression method for Gaussian graphical model
The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
Regularised MANOVA for high-dimensional data
\(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
Incremental regularized least squares for dimensionality reduction of large-scale data
High-dimensional consistent independence testing with maxima of rank correlations
Ridge-forward quadratic discriminant analysis in high-dimensional situations
Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function
On testing for sphericity with non-normality in a fixed effects panel data model
Matrix-variate Gauss hypergeometric distribution
Performance analysis of reduced-dimension subspace signal filtering and detection in sample-starved environment
A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
A general method for lower bounds on fluctuations of random variables
Asymptotically efficient estimation of smooth functionals of covariance operators
Dynamic spatial panel data models with common shocks
Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels
Statistical inference for principal components of spiked covariance matrices
On the dimension effect of regularized linear discriminant analysis
Robust tests for one or more allometric lines
Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
High-dimensional linear models: a random matrix perspective
Adaptive covariate acquisition for minimizing total cost of classification
High-dimensional sphericity test by extended likelihood ratio
Flexible Bayesian dynamic modeling of correlation and covariance matrices
Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
Simplicial variances, potentials and Mahalanobis distances
On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
A multivariate test for detecting fraud based on Benford's law, with application to music streaming data
An overview of tests on high-dimensional means
Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
Remodeling and estimation for sparse partially linear regression models
Testing in the growth curve model with intraclass correlation structure
Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
Random positive operator valued measures
On stochastic and deterministic event-based state estimation
Self similar compound symmetry covariance structure
Robust estimation and inference for bivariate line-fitting in allometry
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
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
Testing for common principal components under heterokurticity
Exact conditioning of Gaussian fields on wavelet coefficients
On maximum likelihood estimation in factor analysis-an algebraic derivation
Effects of measurement errors in predictor selection of linear regression model
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
Flat-jack tests and inverse analysis for the identification of stress states and elastic properties in concrete dams
LASSO-based multivariate linear profile monitoring
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

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)