Pages that link to "Item:Q3232668"

The following pages link to TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES (Q3232668):

Displaying 45 items.

• Bi-cross-validation for factor analysis (Q104117) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix (Q440812) (← links)
• Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
• Eigenprojections and the equality of latent roots of a correlation matrix (Q672033) (← links)
• Selection of components in principal component analysis: A comparison of methods (Q672963) (← links)
• Principal components in the nonnormal case: The test of equality of q roots (Q793465) (← links)
• Maximum likelihood estimation and MUSIC in array localization signal processing: A review (Q811049) (← links)
• A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix (Q893173) (← links)
• Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited (Q957273) (← links)
• Finite sample approximation results for principal component analysis: A matrix perturbation approach (Q1000307) (← links)
• Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
• Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (Q1023601) (← links)
• A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables (Q1092560) (← links)
• Some small sample results for maximum likelihood estimation in multidimensional scaling (Q1133874) (← links)
• Asymptotic expansions for the distributions of latent roots of \(S_hS_e^{- 1}\) and of certain test statistics in MANOVA (Q1135067) (← links)
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots (Q1137837) (← links)
• An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\) (Q1144862) (← links)
• The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix (Q1145441) (← links)
• Testing for the redundancy of variables in principal components analysis (Q1176996) (← links)
• Reduced-rank regression for the multivariate linear model (Q1220333) (← links)
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices (Q1235473) (← links)
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices (Q1258578) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution (Q1283925) (← links)
• A selection procedure for estimating the number of signal components (Q1611816) (← links)
• An improved chi-squared test for a principal component (Q1822427) (← links)
• Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
• The goodness of fit of two (or more) hypothetical principal components (Q2396105) (← links)
• Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742) (← links)
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
• A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
• A confidence interval for the number of principal components (Q2495830) (← links)
• Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
• Latent roots and vectors of a Wishart matrix (Q2525902) (← links)
• A mathematical theory of the computational resolution limit in one dimension (Q2667054) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• Dynamic super-resolution in particle tracking problems (Q2689139) (← links)
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors (Q3155695) (← links)
• Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
• (Q5011437) (← links)
• A mathematical theory of computational resolution limit in multi-dimensional spaces ^* (Q5157864) (← links)
• On testing the equality of latent roots of scatter matrices under ellipticity (Q6183686) (← links)
• High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)