The following pages link to (Q4265493):
Displaying 50 items.
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities (Q146501) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Estimating summary statistics in the spike-train space (Q385299) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model (Q452837) (← links)
- Transition choice probabilities in logit (Q498779) (← links)
- A new multivariat two-sample test using regular minimum-weight spanning subgraphs (Q499774) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Application of a delta-method for random operators to testing equality of two covariance operators (Q647757) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- A canonical definition of shape (Q730743) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Probabilistic clustering of time-evolving distance data (Q747287) (← links)
- Notion of information and independent component analysis. (Q778564) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- ANOVA extensions for mixed discrete and continuous data (Q1023552) (← links)
- Distributional results for means of normalized random measures with independent increments (Q1429317) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Convex and radially concave contoured distributions (Q1657906) (← links)
- One-way multivariate repeated measurements analysis of variance model (Q1769571) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process (Q1873600) (← links)
- The influence function and maximum bias of Tukey's median (Q1873616) (← links)
- A model of the functional state of participants of laboratory markets (Q1956939) (← links)
- Parameter estimation in a condition-based maintenance model (Q1957157) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Permutation test for the multivariate coefficient of variation in factorial designs (Q2057841) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- The effect of discretization on the mean geometry of a 2D random field (Q2077190) (← links)
- Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
- A sample covariance-based approach for spatial binary data (Q2084418) (← links)
- Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment (Q2089398) (← links)
- On the measure of anchored Gaussian simplices, with applications to multivariate medians (Q2137003) (← links)
- Mean geometry for 2D random fields: level perimeter and level total curvature integrals (Q2192734) (← links)
- An inferential approach for validating the compromise of the STATIS method (Q2197374) (← links)
- Spatial sign correlation (Q2256748) (← links)
- A new generalized inequality for covariance in \(N\) dimensions (Q2298716) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions (Q2392583) (← links)
- Estimating the number of basins of attraction of multi-objective combinatorial problems (Q2424731) (← links)
