Pages that link to "Item:Q5787293"

The following pages link to TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS (Q5787293):

Displaying 36 items.

• A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
• A model selection criterion for discriminant analysis of high-dimensional data with fewer observations (Q451193) (← links)
• Comparing the variances of two dependent variables (Q499798) (← links)
• A test for additional information in canonical correlation analysis (Q796935) (← links)
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
• Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic (Q880263) (← links)
• Testing significance of a mean vector. A possible alternative to Hotelling's \(T^ 2\). (Q1150227) (← links)
• A review of optimality of multivariate tests (Q1186635) (← links)
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis (Q1237472) (← links)
• Robust finite-intersection tests for homogeneity of ordered variances (Q1345562) (← links)
• Some contributions to M-estimation in linear models (Q1579995) (← links)
• A robustified Jarque-Bera test for multivariate normality (Q1668142) (← links)
• A study of redundancy of some variables in covariate discriminant analysis (Q1814444) (← links)
• On assessing multivariate normality based on Shapiro-Wilk W statistic (Q1819499) (← links)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
• On multivariate skewness and kurtosis (Q2051011) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators (Q2103976) (← links)
• A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
• The simultaneous test of equality and circularity of several covariance matrices (Q2321844) (← links)
• MANOVA type tests under a convex discrepancy function for the standard multivariate linear model (Q2368342) (← links)
• High-dimensional AICs for selection of variables in discriminant analysis (Q2392076) (← links)
• M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
• An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition (Q2489765) (← links)
• On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients (Q2559122) (← links)
• Some examples of multivariate analysis in educational and psychological research (Q2650689) (← links)
• Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
• A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size (Q2920046) (← links)
• A general procedure for deriving distributions (Q3678481) (← links)
• On a fisherian detour of the step-down procedure for manova (Q3816853) (← links)
• Testing for bivariate normality using the empirical distribution function (Q3897863) (← links)
• MANOVA multiple comparisons using the generalized step-down procedure (Q3954685) (← links)
• On the distribution of V<scp>OTAW</scp>'s likelihood ratio criterion L for testing the bipolarity of a covariance matrix (Q5538275) (← links)
• Non‐parametric depth‐based tests for the multivariate location problem (Q6051631) (← links)
• C. Radhakrishna Rao: A Century in Statistical Science (Q6088265) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)