Pages that link to "Item:Q3854439"
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The following pages link to Asymptotic expansions for the distributions of the sample roots under nonnormality (Q3854439):
Displayed 30 items.
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (Q578803) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- A note on the limiting distribution of certain characteristic roots (Q908624) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- Normalizing and variance stabilizing transformations for intraclass correlations (Q1065480) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Testing the equality of several intraclass correlation coefficients (Q1116590) (← links)
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality (Q3378033) (← links)
- Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis (Q3378034) (← links)
- A Measure of Multivariate Kurtosis with Principal Components (Q3526066) (← links)
- Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures (Q3625319) (← links)
- Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis (Q3625358) (← links)
- Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension (Q3652713) (← links)
- Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap (Q3787309) (← links)
- Pca stability studied by the bootstrap and the infinitesimal jackknife method (Q3823641) (← links)
- General saddlepoint approximations to distributions under an elliptical population (Q4240723) (← links)
- Delta method approach in a certain irregular condition (Q4240727) (← links)
- ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928) (← links)
- An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613) (← links)
- The effects on the distributions of sample canonical correlations under nonnormality (Q4843672) (← links)
- Principal component analysis with autocorrelated data (Q5036860) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model (Q5438716) (← links)
- Distribution approximation of covariance matrix eigenvalues (Q6082995) (← links)