TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
From MaRDI portal
Publication:5787293
DOI10.1093/biomet/35.1-2.58zbMath0031.06202OpenAlexW1998005104MaRDI QIDQ5787293
Publication date: 1948
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/35.1-2.58
Related Items (42)
Facilitating the Calculation of the Efficient Score Using Symbolic Computing ⋮ MANOVA type tests under a convex discrepancy function for the standard multivariate linear model ⋮ ROBUST TESTS FOR THE SIGNIFICANCE OF ORTHANT RESTRICTED MEAN VECTOR ⋮ Robust finite-intersection tests for homogeneity of ordered variances ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size ⋮ High-dimensional AICs for selection of variables in discriminant analysis ⋮ Some examples of multivariate analysis in educational and psychological research ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic ⋮ A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data ⋮ Non‐parametric depth‐based tests for the multivariate location problem ⋮ C. Radhakrishna Rao: A Century in Statistical Science ⋮ Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Testing significance of a mean vector. A possible alternative to Hotelling's \(T^ 2\). ⋮ A statistical method for the serial comparison of vector cardiograms ⋮ A model selection criterion for discriminant analysis of high-dimensional data with fewer observations ⋮ A review of optimality of multivariate tests ⋮ On a fisherian detour of the step-down procedure for manova ⋮ Comparing the variances of two dependent variables ⋮ An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ A consistent variable selection method in high-dimensional canonical discriminant analysis ⋮ Application of some Multivariate Analysis Techniques to Data on Effect of Air-Pollution on Morbidity ⋮ On multivariate skewness and kurtosis ⋮ High-dimensional linear models: a random matrix perspective ⋮ Testing for bivariate normality using the empirical distribution function ⋮ A study of redundancy of some variables in covariate discriminant analysis ⋮ On assessing multivariate normality based on Shapiro-Wilk W statistic ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients ⋮ Some contributions to M-estimation in linear models ⋮ A test for additional information in canonical correlation analysis ⋮ A general procedure for deriving distributions ⋮ Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators ⋮ MANOVA multiple comparisons using the generalized step-down procedure ⋮ On the distribution of V<scp>OTAW</scp>'s likelihood ratio criterion L for testing the bipolarity of a covariance matrix
This page was built for publication: TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS