The following pages link to (Q4420195):
Displaying 50 items.
- New formulation of the logistic-Gaussian process to analyze trajectory tracking data (Q2291532) (← links)
- Dynamic linear discriminant analysis in high dimensional space (Q2295032) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- Admissibility of invariant tests for means with covariates (Q2304844) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- Gaussian convex bodies: a nonasymptotic approach (Q2313801) (← links)
- A comparative study of robust and stable estimates of multivariate location (Q2314463) (← links)
- A feasible high dimensional randomization test for the mean vector (Q2317248) (← links)
- Loss function, unbiasedness, and optimality of Gaussian graphical model selection (Q2317292) (← links)
- Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases (Q2320932) (← links)
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
- The simultaneous test of equality and circularity of several covariance matrices (Q2321844) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- A general method for lower bounds on fluctuations of random variables (Q2327942) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Learning causal structure from mixed data with missing values using Gaussian copula models (Q2329770) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- MANOVA for nested designs with unequal cell sizes and unequal cell covariance matrices (Q2336615) (← links)
- Model-based clustering of censored data via mixtures of factor analyzers (Q2337326) (← links)
- Hyperspectral anomaly detection based on constrained eigenvalue-eigenvector model (Q2337519) (← links)
- The mathematical expectation of sample variance: a general approach (Q2340809) (← links)
- A linear algebra biography (Q2341876) (← links)
- On testing for nonlinearity in multivariate time series (Q2343308) (← links)
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting (Q2351821) (← links)
- A likelihood ratio test for equality of natural parameters for generalized Riesz distributions (Q2352342) (← links)
- An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445) (← links)
- Tests for statistical significance of a treatment effect in the presence of hidden sub-populations (Q2353370) (← links)
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090) (← links)
- Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media (Q2384485) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
- Canonical correlation for principal components of time series (Q2403411) (← links)
- Matrix spectral norm Wielandt inequalities with statistical applications (Q2405597) (← links)
- fdANOVA: an R software package for analysis of variance for univariate and multivariate functional data (Q2418055) (← links)
- Permutation based testing on covariance separability (Q2418078) (← links)
- D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
- Maximum likelihood estimation of Gaussian mixture models without matrix operations (Q2418406) (← links)
- Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices (Q2423530) (← links)
- Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172) (← links)
- Contaminated normal type symmetry model and decomposition of symmetry for square contingency tables (Q2431712) (← links)
- Smoothness properties and gradient analysis under spatial Dirichlet process models (Q2433259) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Covariance selection by thresholding the sample correlation matrix (Q2438493) (← links)
