The following pages link to (Q4360236):
Displaying 50 items.
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Residual variance-covariance modelling in analysis of multivariate data from variety selection trials (Q2403464) (← links)
- Optimal approximate designs for comparison with control in dose-escalation studies (Q2404169) (← links)
- First variation of the Hausdorff measure of non-horizontal submanifolds in sub-Riemannian stratified Lie groups (Q2404232) (← links)
- A new biplot procedure with joint classification of objects and variables by fuzzy \(c\)-means clustering (Q2418397) (← links)
- Mertens equimodular matrices of Redheffer type (Q2419030) (← links)
- Distribution of the multivariate nonlinear LS estimator under an uncertain input (Q2423176) (← links)
- Book review of: D. A. Harville, Linear models and the relevant distributions and matrix algebra (Q2423202) (← links)
- Outlier detection for compositional data using robust methods (Q2426969) (← links)
- Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models (Q2428748) (← links)
- Evaluation of the mixed linear model with orthogonalized and Studentized residuals (Q2431692) (← links)
- Smoothness properties and gradient analysis under spatial Dirichlet process models (Q2433259) (← links)
- On a class of matrix polynomial equations (Q2435363) (← links)
- Maximin and maximin-efficient event-related fMRI designs under a nonlinear model (Q2441834) (← links)
- \(D\)-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm (Q2445642) (← links)
- Update formulas for split-plot and block designs (Q2445793) (← links)
- Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient (Q2445810) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Deterministic equivalents for certain functionals of large random matrices (Q2456047) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Perturbation bounds for polynomials (Q2480887) (← links)
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← links)
- Preserving multivariate dispersion: an application to the Wishart distribution (Q2493139) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Newton algorithms for analytic rotation: an implicit function approach (Q2517904) (← links)
- On the covariance properties of certain multiscale spatial processes (Q2567195) (← links)
- One-to-one mapping matrix (Q2571948) (← links)
- Latent models for cross-covariance (Q2581512) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- An exact test about the covariance matrix (Q2637609) (← links)
- On a class of entire matrix function equations (Q2644062) (← links)
- LQG control and linear policies for noisy communication links with synchronized side information at the decoder (Q2662269) (← links)
- Speed of excited random walks with long backward steps (Q2673033) (← links)
- Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood (Q2679730) (← links)
- Ridge Estimation in Linear Models with Autocorrelated Errors (Q2786250) (← links)
- Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
- Ridge estimator revisited (Q2847086) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- Novel partitioned time integration methods for DAE systems based on L-stable linearly implicit algorithms (Q2894793) (← links)
- Strange design points in linear regression (Q2904122) (← links)
- On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory (Q2911668) (← links)
- An empirical Bayesian approach for identifying differential coexpression in high-throughput experiments (Q2912340) (← links)
- On exact inference in linear models with two variance-covariance components (Q2913242) (← links)
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
- A global × global test for testing associations between two large sets of variables (Q2956832) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- Differentiation of matrix functionals using triangular factorization (Q3015047) (← links)
- (Q3057251) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Planning Incomplete Block Experiments When Treatments Are Genetically Related (Q3079124) (← links)
