The following pages link to (Q4420195):
Displaying 50 items.
- New collectivity measures for financial covariances and correlations (Q2170574) (← links)
- Inference on covariance-mean regression (Q2172004) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Parametrising correlation matrices (Q2181727) (← links)
- Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
- Classification using sequential order statistics (Q2183662) (← links)
- A fast iterative algorithm for high-dimensional differential network (Q2184396) (← links)
- On the power of axial tests of uniformity on spheres (Q2188471) (← links)
- A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection (Q2189584) (← links)
- A simultaneous tube of the mean value of multiple observations in multivariate regression (Q2191055) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- A note on linearly constrained Bayes estimator in elliptical models (Q2196056) (← links)
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings (Q2196118) (← links)
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
- Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Testing the equality of matrix distributions (Q2218634) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- Testing multivariate quantile by empirical likelihood (Q2222231) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- Analysis of dependent data aggregated into intervals (Q2237827) (← links)
- Factor analysis revisited (Q2241647) (← links)
- Self similar compound symmetry covariance structure (Q2241713) (← links)
- To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications (Q2241935) (← links)
- Two-sample test in high dimensions through random selection (Q2241999) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
- Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data (Q2246213) (← links)
- Generalized canonical correlation analysis for classification (Q2252903) (← links)
- Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions (Q2259211) (← links)
- A restricted selection index method based on eigenanalysis (Q2259956) (← links)
- Exact interval estimation, power calculation, and sample size determination in normal correlation analysis (Q2260977) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- A new confidence interval for all characteristic roots of a covariance matrix (Q2271699) (← links)
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values (Q2273150) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method (Q2283319) (← links)
- Global and local two-sample tests via regression (Q2283577) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- A confidence tube of the mean value of multiple observations in multivariate linear normal multiregression (Q2287146) (← links)
- Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
- Cumulants of multiinformation density in the case of a multivariate normal distribution (Q2288743) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Evaluation of the posterior probability of a class with a series of Anderson discriminant functions (Q2290384) (← links)
