Applied Multivariate Analysis
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Publication:4544989
DOI10.1007/B98963zbMATH Open1002.62036OpenAlexW1558262503MaRDI QIDQ4544989FDOQ4544989
Authors: Neil H. Timm 
Publication date: 8 August 2002
Published in: Springer Texts in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b98963
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principal componentsfactor analysisregressionmultidimensional scalinganalysis of variancecanonical correlationSASclassification analysisrepeated measurement models
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)
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- An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms
- On Wald's sequential test for vector mean under multivariate normal distribution and correlated data
- Applied Multivariate Statistical Analysis and Related Topics with R
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Comparison of kernel discriminant coordinates algorithms
- A Novel Regression Approach: Least Squares Ratio
- Variable selection in multivariate regression models with measurement error in covariates
- On the assessment of multivariate and multisite measurement systems
- Covariance analysis for temporal data, with applications to DNA modelling
- Identifying the best common factor model via exploratory eactor analysis
- Robust tests for multivariate repeated measures with small samples
- Discriminant coordinates analysis for multivariate functional data
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- Analysis of high-dimensional repeated measures designs: the one sample case
- Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations
- Validating clusters with the lower bound for sum-of-squares error
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- An unbiased \(C_p\) criterion for multivariate ridge regression
- Kronecker delta method for testing independence between two vectors in high-dimension
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Selection of model selection criteria for multivariate ridge regression
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Tensor maximal correlation problems
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- Are European business cycles close enough to be just one?
- Shrinkage estimation for the regression parameter matrix in multivariate regression model
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
- Towards the global solution of the maximal correlation problem
- Applied MANOVA and Discriminant Analysis
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Evolution of model specific relative growth rate: its genesis and performance over Fisher's growth rates
- A confidence region for the ridge path in multiple response surface optimization
- Confidence Sets for Phylogenetic Trees
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Random density functions with common atoms and pairwise dependence
- Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates
- Multivariate extension of chi-squared univariate normality test
- A confidence region for zero-gradient solutions for robust parameter design experiments
- Advanced Analysis of Variance
- Applied multivariate data analysis.
- Parallel analysis approach for determining dimensionality in canonical correlation analysis
- Hypothesis testing in multivariate partially linear models
- A non-linear fuzzy degradation model for estimating reliability of a polymeric coating
- Riemannian trust-region method for the maximal correlation problem
- Simultaneous statistical inference in dynamic factor models
- Computing and approximating multivariate chi-square probabilities
- A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
- The simultaneous test of equality and circularity of several covariance matrices
- Multivariate analysis using 'and' and 'or'
- Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
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- Restricted estimation in multivariate measurement error regression model
- Model of PE-CVD apparatus: verification and simulations
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- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
- Estimation of the covariance matrix in multivariate partially linear models
- A powerful test for multivariate normality
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013)
- Study of vibration characteristics for orthotropic circular cylindrical shells using wave propagation approach and multivariate analysis
- Power and sample size calculations for multivariate linear models with random explanatory variables
- Nonparametric Tests for Two‐Group Comparisons of Dependent Observations Obtained at Varying Time Points
- On similarity
- An introduction to applied multivariate analysis with R.
- Basis expansion approaches for functional analysis of variance with repeated measures
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- Stochastic competitive exclusion in the maintenance of the naïve T cell repertoire
- An improved estimation in regression parameter matrix in multivariate regression model
- Inference with median distances: an alternative to reduce the influence of outlier populations
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
- Statistical analysis of management data
- Optimality conditions in DC-constrained mathematical programming problems
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