Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
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Cites work
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- A New Test for Multivariate Normality and Homoscedasticity
- A review of modern multiple hypothesis testing, with particular attention to the false discovery proportion
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- An Improved Sequentially Rejective Bonferroni Test Procedure
- Exceedance Control of the False Discovery Proportion
- Finite mixture models
- Model-Based Gaussian and Non-Gaussian Clustering
- Multiple testing procedures with applications to genomics.
- On closed testing procedures with special reference to ordered analysis of variance
- Properties of sufficiency and statistical tests
- Simultaneous Test Procedures--Some Theory of Multiple Comparisons
- The sequential rejection principle of familywise error control
Cited in
(13)- A Laplace-based model with flexible tail behavior
- Stable and visualizable Gaussian parsimonious clustering models
- Unconstrained representation of orthogonal matrices with application to common principal components
- Eigenvalues and constraints in mixture modeling: geometric and computational issues
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
- On the spectral decomposition in normal discriminant analysis
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
- Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Hypothesis Testing for Mixture Model Selection
- Testing for equality of ordered eigenvectors of two multivariate normal populations
- Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
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