The following pages link to (Q3995461):
Displaying 50 items.
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- Distribution theory of quadratic forms for matrix multivariate elliptical distribution (Q389255) (← links)
- Inference in affine shape theory under elliptical models (Q395938) (← links)
- Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors (Q413740) (← links)
- Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure (Q434937) (← links)
- Sparse linear discriminant analysis by thresholding for high dimensional data (Q548558) (← links)
- Singular random matrix decompositions: distributions (Q557991) (← links)
- Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions (Q608334) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions (Q677136) (← links)
- The characteristic functions of spherical matrix distributions (Q689546) (← links)
- A statistic for testing the null hypothesis of elliptical symmetry (Q697459) (← links)
- A new family of life distributions based on the elliptically contoured distributions (Q707057) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Estimation of the precision matrix of multivariate Pearson type II model (Q745457) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- Moments of the product and ratio of two correlated chi-square variables (Q840986) (← links)
- Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors (Q841009) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Star-shaped distributions and their generalizations (Q947245) (← links)
- Restricted methods in symmetrical linear regression models (Q957232) (← links)
- Residuals and their statistical properties in symmetrical nonlinear models (Q958953) (← links)
- Statistical analysis of proficiency testing results under elliptical distributions (Q961285) (← links)
- Assessment of diagnostic procedures in symmetrical nonlinear regression models (Q962352) (← links)
- Estimation of the precision matrix of multivariate Kotz type model (Q1002355) (← links)
- Some useful integrals and their applications in correlation analysis (Q1015473) (← links)
- Singular matric and matrix variate \(t\) distributions (Q1015888) (← links)
- Continuous \(l_{n,p}\)-symmetric distributions (Q1041390) (← links)
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
- A model for perturbed production or measurement processes involving compound normal distributions (Q1294381) (← links)
- Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions (Q1300770) (← links)
- Cochran theorems for a multivariate elliptically contoured model (Q1345571) (← links)
- Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions (Q1359804) (← links)
- Local influence assessment in the growth curve model with unstructured covariance (Q1368889) (← links)
- Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function (Q1373259) (← links)
- A note on the Cook's distance. (Q1421946) (← links)
- On local influence for elliptical linear models (Q1567080) (← links)
- The distribution of Hermitian quadratic forms in elliptically contoured random vectors (Q1598693) (← links)
- Exact extreme value, product, and ratio distributions under non-standard assumptions (Q1621951) (← links)
- A modified signed likelihood ratio test in elliptical structural models (Q1635012) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Local influence in multivariate elliptical linear regression models (Q1855351) (← links)
- On influence diagnostic in univariate elliptical linear regression models (Q1871689) (← links)
- The geometrical interpretation of statistical tests in multivariate linear regression (Q1880299) (← links)
- Multivariate \(\ell_ p\)-norm symmetric distributions (Q1903175) (← links)
- Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176) (← links)
- Optimization of functions of matrices with an application in statistics (Q1908201) (← links)
