The following pages link to (Q4230824):
Displaying 50 items.
- A new kurtosis matrix, with statistical applications (Q332626) (← links)
- Relative and absolute perturbation bounds for weighted polar decomposition (Q410891) (← links)
- Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model (Q444973) (← links)
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information (Q451451) (← links)
- A fixed point approach to the steady state for stochastic matrices (Q470404) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- Shape restriction of the multi-dimensional Bernstein prior for density functions (Q534418) (← links)
- Nesting segregated mixed models (Q538247) (← links)
- Bayesian feature selection for classification with possibly large number of classes (Q546111) (← links)
- On disjoint range matrices (Q551276) (← links)
- On equalities of estimations of parametric functions under a general linear model and its restricted models (Q601764) (← links)
- Additive and multiplicative perturbation bounds for the Moore-Penrose inverse (Q616286) (← links)
- Restricted estimation in multivariate measurement error regression model (Q618150) (← links)
- An alternative procedure for selecting a good value for the parameter \(c\) in RBF-interpolation (Q618779) (← links)
- Towards the global solution of the maximal correlation problem (Q620525) (← links)
- Randomized anisotropic transform for nonlinear dimensionality reduction (Q623745) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Some results on correlation matrices for interest rates (Q637511) (← links)
- Khatri-Rao products for operator matrices acting on the direct sum of Hilbert spaces (Q670602) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Replicated measurement error model under exact linear restrictions (Q744749) (← links)
- On the convergence of the spectral empirical process of Wigner matrices (Q850719) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Decompositions of Pearson's chi-squared test (Q899527) (← links)
- Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models (Q946251) (← links)
- Relative perturbation bounds for weighted polar decomposition (Q980280) (← links)
- Matrix trace Wielandt inequalities with statistical applications (Q1015872) (← links)
- Antieigenvalue techniques in statistics (Q1017616) (← links)
- Restricted regression estimation in measurement error models (Q1019198) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- Statistical proofs of some matrix inequalities (Q1595158) (← links)
- Analysis of multivariate longitudinal data using quasi-least squares (Q1600734) (← links)
- RETRACTED: The general (vector) solutions of such linear (coupled) matrix fractional differential equations by using Kronecker structures (Q1646139) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- On the extension of Sarrus' rule to \(n \times n\) (\(n > 3\)) matrices: development of new method for the computation of the determinant of \(4 \times 4\) matrix (Q1653536) (← links)
- Affine projections (Q1767927) (← links)
- Operator trigonometry of statistics and econometrics (Q1855350) (← links)
- Several inequalities involving Khatri-Rao products of positive semidefinite matrices (Q1855352) (← links)
- The critical vaccination fraction for heterogeneous epidemic models (Q1867868) (← links)
- Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
- Invariant symmetric block matrices for the design of mixture experiments (Q1881074) (← links)
- Towards a linear algebra of programming (Q1941862) (← links)
- Efficiency comparisons between the OLSE and the BLUE in a singular linear model (Q1970841) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Consistent estimation in measurement error models with near singular covariance (Q2124820) (← links)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
- On formulae for the Moore-Penrose inverse of a columnwise partitioned matrix (Q2242795) (← links)
- All about the \(\bot\) with its applications in the linear statistical models (Q2257464) (← links)
- Positive loadings and factor correlations from positive covariance matrices (Q2260018) (← links)
- Some remarks on Koziol's kurtosis (Q2293396) (← links)
