The following pages link to James R. Schott (Q177402):
Displaying 49 items.
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
- (Q273832) (redirect page) (← links)
- On a robustness property of the Rayleigh and Bingham tests of uniformity (Q273833) (← links)
- (Q452865) (redirect page) (← links)
- A note on maximum likelihood estimation for covariance reducing models (Q452866) (← links)
- (Q587672) (redirect page) (← links)
- Eigenprojections and the equality of latent roots of a correlation matrix (Q672033) (← links)
- A multivariate one-way classification model with random effects (Q795443) (← links)
- A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
- Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
- An adjustment for a test concerning a principal component subspace (Q1117643) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- Testing for the redundancy of variables in principal components analysis (Q1176996) (← links)
- Dimensionality reduction in quadratic discriminant analysis (Q1361584) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- Distributions on spheres and random variables distributed on the interval \((-1,1)\). (Q1423229) (← links)
- An improved chi-squared test for a principal component (Q1822427) (← links)
- Testing for elliptical symmetry in covariance matrix based analyses. (Q1871353) (← links)
- Testing for the equality of several correlation matrices (Q1916173) (← links)
- Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479) (← links)
- Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
- (Q2736881) (← links)
- (Q2816414) (← links)
- Tests for Kronecker envelope models in multilinear principal components analysis (Q2934775) (← links)
- Canonical mean projections and confidence regions in canonical variate analysis (Q3203856) (← links)
- A Test for a Specific Principal Component of a Correlation Matrix (Q3359600) (← links)
- Testing for complete independence in high dimensions (Q3545415) (← links)
- (Q3580295) (← links)
- Optimal bounds for the distributions of some test criteria for tests of dimensionality (Q3690881) (← links)
- Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component (Q3711512) (← links)
- (Q3725358) (← links)
- A note on the critical values used in stepwise tests for multiplicative components of interaction (Q3750839) (← links)
- Common principal component subspaces in two groups (Q3779599) (← links)
- (Q3780288) (← links)
- Testing the equality of the smallest latent roots of a correlation matrix (Q3799510) (← links)
- Some tests for common principal component subspaces in several groups (Q4020616) (← links)
- Determining the Dimensionality in Sliced Inverse Regression (Q4292146) (← links)
- (Q4331783) (← links)
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis (Q4364901) (← links)
- Weighted chi-squared tests for partial common principal component subspaces (Q4455420) (← links)
- (Q4658076) (← links)
- Tests concerning two non-isotropic principal components (Q4720584) (← links)
- An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (Q4904700) (← links)
- Partial common principal component subspaces (Q4937278) (← links)
- Some tests for the allometric extension model in regression (Q5349142) (← links)
- On the likelihood ratio test for envelope models in multivariate linear regression (Q5411055) (← links)
- Some tests for the equality of covariance matrices (Q5932164) (← links)
