Pages that link to "Item:Q5613663"

The following pages link to Establishing the Positive Definiteness of the Sample Covariance Matrix (Q5613663):

Displaying 15 items.

• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• A characterization of multivariate normality through univariate projections (Q604376) (← links)
• An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
• Rank of a quadratic form in an elliptically contoured matrix random variable (Q1181091) (← links)
• Estimating covariance in a growth curve model (Q1345505) (← links)
• The extended matrix-variate beta probability distribution on symmetric matrices (Q2195951) (← links)
• Estimation of canonical correlation directions: from Gaussian to sub-Gaussian population (Q2237811) (← links)
• The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512) (← links)
• Validation of regression metamodels in simulation: bootstrap approach (Q2572818) (← links)
• ESTIMATING BAYESIAN NETWORKS FOR HIGH-DIMENSIONAL DATA WITH COMPLEX MEAN STRUCTURE AND RANDOM EFFECTS (Q2802789) (← links)
• Wilks' Λ Dissimilarity Measures for Gene Clustering: An Approach Based on the Identification of Transcription Modules (Q2893380) (← links)
• PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
• Non-linear state estimation in observation noise of unknown covariance† (Q4149326) (← links)
• Estimation in a growth curve model with singular covariance (Q5945262) (← links)
• Ranking and selection: a new sequential Bayesian procedure for use with common random numbers (Q6600037) (← links)