The following pages link to (Q4420195):
Displaying 50 items.
- On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach (Q2059602) (← links)
- A multivariate test for detecting fraud based on Benford's law, with application to music streaming data (Q2062333) (← links)
- Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators (Q2062342) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
- On distance-type Gaussian estimation (Q2062781) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- Reconstruction, optimization, and design of heterogeneous materials and media: basic principles, computational algorithms, and applications (Q2064257) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit (Q2074341) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← 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)
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
- Identifying the computational problem in applied statistics (Q2080617) (← links)
- An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations (Q2081740) (← links)
- Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative (Q2103286) (← links)
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators (Q2103976) (← links)
- Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
- Affine-equivariant inference for multivariate location under \({L_p}\) loss functions (Q2105187) (← links)
- Directional testing for high dimensional multivariate normal distributions (Q2106807) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Nonlinear sparse Bayesian learning for physics-based models (Q2126972) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Nonparametric matrix regression function estimation over symmetric positive definite matrices (Q2132023) (← links)
- Quadratic discriminant analysis by projection (Q2140867) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- A generalized Maxwell-Poincaré lemma and Wishart measures (Q2146171) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Fitting Laplacian regularized stratified Gaussian models (Q2147926) (← links)
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices (Q2151597) (← links)
- Maximum test for a sequence of quadratic form statistics about score test in logistic regression model (Q2153155) (← links)
- Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
- Reliability of maximum spanning tree identification in correlation-based market networks (Q2158099) (← links)
- Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations (Q2161073) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
