The following pages link to (Q4420195):
Displaying 50 items.
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Optimal classification in sparse Gaussian graphic model (Q2438761) (← links)
- A semiparametric approach to mixed outcome latent variable models: estimating the association between cognition and regional brain volumes (Q2441868) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Robust concentration graph model selection (Q2445761) (← links)
- Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data (Q2445814) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- A test for multivariate skew-normality based on its canonical form (Q2451616) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
- Estimation of the Cholesky decomposition in a conditional independent normal model with missing data (Q2453867) (← links)
- Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
- Improving the precision of model parameters using model based signal enhancement and the linear minimal model following an IVGTT in the healthy man (Q2474871) (← links)
- Asymptotic normality for traces of polynomials in independent complex Wishart matrices (Q2480809) (← links)
- An optimal classification rule for multiple interval-screened scale mixture of normal populations (Q2512581) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
- Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- Generalized alternating direction method of multipliers: new theoretical insights and applications (Q2516351) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- Detection of intermittent faults based on an optimally weighted moving average \(T^2\) control chart with stationary observations (Q2662261) (← links)
- On stochastic and deterministic event-based state estimation (Q2662280) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
- Distribution of the volume of weighted Gaussian simplex (Q2684708) (← links)
- Canonical correlation-based model selection for the multilevel factors (Q2688648) (← links)
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
- The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio (Q2692925) (← links)
- Detection of frequency modulated signals using a robust if estimation algorithm (Q2697718) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- Regularised MANOVA for high-dimensional data (Q2802885) (← links)
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs (Q2805190) (← links)
- Incremental regularized least squares for dimensionality reduction of large-scale data (Q2810327) (← links)
- Discriminant analysis of time series in the presence of within-group spectral variability (Q2815045) (← links)
- Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- Comparative Analysis of Two Similarity Measures for the Market Graph Construction (Q2820106) (← links)
- A Parametric Bootstrap Solution to Two-way MANOVA without Interaction under Heteroscedasticity: Fixed and Mixed Models (Q2821055) (← links)
- Simultaneous confidence tubes in multivariate linear regression (Q2821485) (← links)
- On Test Statistics in Profile Analysis with High-dimensional Data (Q2828780) (← links)
- Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
- A Variable Selection Criterion for Two Sets of Principal Component Scores in Principal Canonical Correlation Analysis (Q2839073) (← links)
- Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist? (Q2842533) (← links)
