Pages that link to "Item:Q4956039"

The following pages link to Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review (Q4956039):

Displaying 42 items.

• An affine invariant \(k\)-nearest neighbor regression estimate (Q450849) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Bivariate one-sample optimal location test for spherical stable densities by Padé' methods (Q901288) (← links)
• Nonparametric methods for unbalanced multivariate data and many factor levels (Q943601) (← links)
• The asymptotic covariance matrix of the Oja median. (Q1423116) (← links)
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
• A scatter matrix estimate based on the zonotope (Q1431434) (← links)
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) (Q1568302) (← links)
• Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. (Q1848967) (← links)
• Affine equivariant multivariate rank methods (Q1874097) (← links)
• A nonparametric multivariate multisample test based on data depth (Q1950839) (← links)
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
• On the measure of anchored Gaussian simplices, with applications to multivariate medians (Q2137003) (← links)
• Multivariate ranks based on randomized lift-interdirections (Q2143004) (← links)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
• Tests for multiple regression based on simplicial depth (Q2267584) (← links)
• Affine invariant depth-based tests for the multivariate one-sample location problem (Q2273173) (← links)
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
• Multivariate nonparametric tests (Q2503952) (← links)
• Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
• Optimal signed-rank tests based on hyperplanes (Q2573515) (← links)
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
• The Multivariate Randomized Complete Block Design: A Novel Permutation Solution in Case of Ordered Categorical Variables (Q3167848) (← links)
• Effect of kurtosis on efficiency of some multivariate medians (Q3455251) (← links)
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
• Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic (Q4470121) (← links)
• Distribution-free tests for main effects and interactions in multivariate repeated measures designs (Q4521327) (← links)
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix (Q4665893) (← links)
• Robust Formulations for Training Multilayer Perceptrons (Q4819818) (← links)
• A median test for functional data (Q5078835) (← links)
• On a scale-scale plot for comparing multivariate distributions (Q5079856) (← links)
• Incomplete interdirections and lift-interdirections (Q5221300) (← links)
• On the robustness to symmetry of some nonparametric multivariate one-sample sign-type tests (Q5222452) (← links)
• A New Scale-Invariant Nonparametric Test for Two-Sample Bivariate Location Problem with Application (Q5280267) (← links)
• Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression (Q5280268) (← links)
• Modelling and Prediction of Financial Time Series (Q5419653) (← links)
• Sign and rank covariance matrices (Q5928952) (← links)
• Visual tests for elliptically symmetric distributions (Q6541708) (← links)
• Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests (Q6615367) (← links)