The following pages link to (Q3959296):
Displaying 21 items.
- Exploring the number of groups in robust model-based clustering (Q62169) (← links)
- Variable selection for model-based clustering using the integrated complete-data likelihood (Q133915) (← links)
- Projection pursuit exploratory data analysis (Q673160) (← links)
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
- Some relations between the comparison of covariance matrices and principal component analysis (Q760736) (← links)
- Zero variance differential geometric Markov chain Monte Carlo algorithms (Q899008) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- A reweighting approach to robust clustering (Q1702028) (← links)
- Graphical tools for model-based mixture discriminant analysis (Q2009043) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Using projection-based clustering to find distance- and density-based clusters in high-dimensional data (Q2236772) (← links)
- A mixture of coalesced generalized hyperbolic distributions (Q2283312) (← links)
- Kernel dimension reduction in regression (Q2388983) (← links)
- Classifying real-world data with the \(DD\alpha\)-procedure (Q2418399) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- The Forward Search (Q3298753) (← links)
- Testing the equality of two high‐dimensional spatial sign covariance matrices (Q4629282) (← links)
- Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance (Q4960681) (← links)
- Cluster analysis: a further approach based on density estimation. (Q5941334) (← links)
- Variable selection in discriminant analysis: measuring the influence of individual cases. (Q5941553) (← links)
