The following pages link to Multivariate Statistics (Q5850826):
Displaying 50 items.
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- A cardinal dissensus measure based on the Mahalanobis distance (Q322722) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- Non-asymptotic results for Cornish-Fisher expansions (Q341743) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- High-dimensional AIC in the growth curve model (Q391888) (← links)
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
- A new test of independence for high-dimensional data (Q395953) (← links)
- Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large (Q419204) (← links)
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
- Distribution of the product of determinants of noncentral bimatrix beta variates (Q432301) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Asymptotic expansions relating to discrimination based on two-step monotone missing samples (Q619801) (← links)
- An asymptotic approximation for EPMC in linear discriminant analysis based on monotone missing data (Q643381) (← links)
- Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Analysis of variance for multivariate time series (Q1640652) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Analysis of variance for high-dimensional time series (Q1656856) (← links)
- Joint regression analysis of mixed-type outcome data via efficient scores (Q1662937) (← links)
- Bayesian additive regression trees using Bayesian model averaging (Q1704023) (← links)
- High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738) (← links)
- A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications (Q1750089) (← links)
- Simplicial variances, potentials and Mahalanobis distances (Q1795591) (← links)
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
- Computable error bounds for asymptotic approximations of the quadratic discriminant function (Q2041753) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis (Q2062799) (← links)
- Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations (Q2081740) (← links)
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative (Q2103286) (← links)
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
- Intrinsic covariance matrix estimation for multivariate elliptical distributions (Q2173369) (← links)
- A unified approach to testing mean vectors with large dimensions (Q2176339) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings (Q2196118) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes (Q2199131) (← links)
- Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data (Q2246213) (← links)
