Pages that link to "Item:Q3765056"

The following pages link to The comparison of sample covariance matrices using likelihood ratio tests (Q3765056):

Displaying 23 items.

• Between-group analysis with heterogeneous covariance matrices: The common principal component model (Q751123) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Regularization of the location model in discrimination with mixed discrete and continuous variables (Q956856) (← links)
• Error rates in quadratic discrimination with constraints on the covariance matrices (Q1344866) (← links)
• A note on Silvey's (1959) theorem (Q1382231) (← links)
• Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
• Monitoring the covariance matrix with fewer observations than variables (Q1800078) (← links)
• Testing for the equality of several correlation matrices (Q1916173) (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479) (← links)
• High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Two step-down tests for equality of covariance matrices (Q2497943) (← links)
• Influence functions of two families of robust estimators under proportional scatter matrices (Q2655554) (← links)
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (Q3615028) (← links)
• Estimation of gaussian mixtures with rotationally invariant covariance matrices (Q4270002) (← links)
• Combined Bayesian estimates for the equicorrelation coefficient (Q4837803) (← links)
• The influence in comparing covariance matrices (Q4883457) (← links)
• Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
• On the Spectral Decomposition in Normal Discriminant Analysis (Q5418881) (← links)
• Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices (Q5877122) (← links)
• A Bayesian hierarchical sparse factor model for estimating simultaneous covariance matrices for gestational outcomes in consecutive pregnancies (Q6626860) (← links)