The following pages link to (Q3994346):
Displaying 50 items.
- A note on marginalization of regression parameters from mixed models of binary outcomes (Q108258) (← links)
- A quasi-separation principle and Newton-like scheme for coherent quantum LQG control (Q386236) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- Variance least squares estimators for multivariate linear mixed model (Q550124) (← links)
- Laplace approximations to hypergeometric functions of two matrix arguments (Q557986) (← links)
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Eigenprojections and the equality of latent roots of a correlation matrix (Q672033) (← links)
- On the identification of restricted factor loading matrices: An alternative condition (Q808132) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Matrix representations, linear transformations, and kernels for disambiguation in natural language (Q1009314) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- Bounds for non-central chi-square distributions having unobservable random non-centrality parameters (Q1186030) (← links)
- Impulse response analysis of cointegrated systems (Q1186063) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- Dimensionality reduction in quadratic discriminant analysis (Q1361584) (← links)
- A note on Silvey's (1959) theorem (Q1382231) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- Efficient estimation of general linear mixed effects models (Q1600753) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- A numerical approach to optimal coherent quantum LQG controller design using gradient descent (Q1679870) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Corrigendum to ``Inference on impulse response functions in structural VAR models'' (Q1740279) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling (Q1775592) (← links)
- Singular random matrix decompositions: Jacobians (Q1776872) (← links)
- Laplace approximation for Bessel functions of matrix argument (Q1811595) (← links)
- Common principal components for dependent random vectors (Q1840776) (← links)
- Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances (Q1841188) (← links)
- Local influence in multivariate elliptical linear regression models (Q1855351) (← links)
- Testing for elliptical symmetry in covariance matrix based analyses. (Q1871353) (← links)
- Block bialternate sum and associated stability formulae (Q1899558) (← links)
- Local identifiability of the factor analysis and measurement error model parameter (Q1907606) (← links)
- Testing for the equality of several correlation matrices (Q1916173) (← links)
- An alternative approach to estimation of structural vector error correction models with long-run restrictions (Q1928735) (← links)
- The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data (Q1932852) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Laplace approximations for hypergeometric functions with Hermitian matrix argument (Q2079625) (← links)
- Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions (Q2157542) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- Matrix variate Birnbaum-Saunders distribution under elliptical models (Q2189126) (← links)
- Zero-diagonality as a linear structure (Q2209575) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Quadratic prediction of factor scores (Q2250691) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
- Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479) (← links)
- A note about measures and Jacobians of singular random matrices (Q2372138) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
