Pages that link to "Item:Q864276"
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The following pages link to Linear discrimination with equicorrelated training vectors (Q864276):
Displayed 25 items.
- Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure (Q434937) (← links)
- Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure (Q629131) (← links)
- Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
- Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data (Q900542) (← links)
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210) (← links)
- Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time (Q1021993) (← links)
- Discrimination with jointly equicorrelated multi-level multivariate data (Q1042623) (← links)
- Free-coordinate estimation for doubly multivariate data (Q1747903) (← links)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
- Self similar compound symmetry covariance structure (Q2241713) (← links)
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- Linear Models with Doubly Exchangeable Distributed Errors (Q2920058) (← links)
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
- A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples (Q3083772) (← links)
- Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure (Q4605241) (← links)
- Testing a block exchangeable covariance matrix (Q5147571) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models (Q5419342) (← links)
- Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure (Q5863545) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- Power Analysis for Cluster Randomized Trials with Continuous Coprimary Endpoints (Q6055882) (← links)
- Hypothesis testing for independence given a blocked compound symmetric covariance structure in a high-dimensional setting (Q6106269) (← links)
- Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)