The following pages link to (Q5830931):
Displaying 40 items.
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Maximum likelihood estimation and MUSIC in array localization signal processing: A review (Q811049) (← links)
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics (Q847414) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- How many principal components? Stopping rules for determining the number of non-trivial axes revisited (Q957273) (← links)
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population (Q1126096) (← links)
- Asymptotic expansions for the distributions of functions of a correlation matrix (Q1257313) (← links)
- Tests for linear trend in the smallest eigenvalues of the correlation matrix (Q1265298) (← links)
- A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative (Q1336921) (← links)
- A Bartlett adjustment to the likelihood ratio test for a system of equations (Q1347102) (← links)
- A selection procedure for estimating the number of signal components (Q1611816) (← links)
- Identifying the informational/signal dimension in principal component analysis (Q1634747) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- On detection of the number of signals in presence of white noise (Q1822170) (← links)
- Assessing cross-sectional correlation in panel data (Q1902503) (← links)
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions (Q2011514) (← links)
- Comparing scale parameters in several gamma distributions with known shapes (Q2228240) (← links)
- A new statistic in the one-way multivariate analysis of variance (Q2266548) (← links)
- The goodness of fit of two (or more) hypothetical principal components (Q2396105) (← links)
- Disjoint factor analysis with cross-loadings (Q2418328) (← links)
- Nonlinear regression modeling using regularized local likelihood method (Q2495325) (← links)
- A confidence interval for the number of principal components (Q2495830) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Optimal designs based on exact confidence regions for parameter estimation of a nonlinear regression model (Q2643286) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- (Q4636985) (← links)
- Testing equality of generalized variances of <i>k</i> multivariate normal populations (Q4638832) (← links)
- Estimating the Number of Sources in Magnetoencephalography Using Spiked Population Eigenvalues (Q4962418) (← links)
- Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
- Empirical likelihood method for complete independence test on high-dimensional data (Q5086106) (← links)
- High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635) (← links)
- Modified likelihood ratio statistics for inflated beta regressions (Q5219956) (← links)
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
- Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)