The following pages link to (Q3219581):
Displaying 50 items.
- The efficient evaluation of the hypergeometric function of a matrix argument (Q78925) (← links)
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities (Q146501) (← links)
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Bi-cross-validation of the SVD and the nonnegative matrix factorization (Q159675) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- The correlated Jacobi and the correlated Cauchy-Lorentz ensembles (Q266781) (← links)
- Laplace approximation of Lauricella functions \(F_A\) and \(F_D\) (Q269182) (← links)
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Bayesian structure learning in sparse Gaussian graphical models (Q273578) (← links)
- On a robustness property of the Rayleigh and Bingham tests of uniformity (Q273833) (← links)
- Order-invariant prior specification in Bayesian factor analysis (Q273834) (← links)
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence (Q280680) (← links)
- On high-dimensional sign tests (Q282562) (← links)
- Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix (Q286465) (← links)
- Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean (Q290695) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Affine processes on symmetric cones (Q300276) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- A note on tests for high-dimensional covariance matrices (Q310639) (← links)
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- On the zeta Mahler measure function of the Jacobian determinant, condition numbers and the height of the generic discriminant (Q315740) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- The FastHCS algorithm for robust PCA (Q341142) (← links)
- The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering (Q341213) (← links)
- A power function of statistical tests dependent on elementary symmetric polynomials (Q355277) (← links)
- Limit theorems for beta-Jacobi ensembles (Q358145) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- A note on functional averages over Gaussian ensembles (Q361607) (← links)
- Funk, cosine, and sine transforms on Stiefel and Grassmann manifolds (Q363222) (← links)
- Limits of spiked random matrices. I (Q365716) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Generalised shape theory via pseudo-Wishart distribution (Q369393) (← links)
- Recovering networks from distance data (Q374126) (← links)
- On the distribution function of various model selection criteria with stochastic regressors (Q375037) (← links)
- Local eigenvalue density for general MANOVA matrices (Q377777) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- A real quaternion spherical ensemble of random matrices (Q385570) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Maximal invariants for Lorentz-Wishart models (Q387263) (← links)
- Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
