The following pages link to (Q4420195):
Displaying 50 items.
- Logistic regression with homoscedastic errors -- a Berkson model (Q2849287) (← links)
- Variable selection via the weighted group Lasso for factor analysis models (Q2856545) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Regression model with elliptically contoured errors (Q2863105) (← links)
- Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
- Estimation of spiked eigenvalues in spiked models (Q2884858) (← links)
- The effect of kurtosis on the power of two test statistics in covariance structure analysis (Q2905122) (← links)
- High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound (Q2920011) (← links)
- Distance-Based Measures of Association with Applications in Relating Hyperspectral Images (Q2920040) (← links)
- Linear Models with Doubly Exchangeable Distributed Errors (Q2920058) (← links)
- Copula structure analysis (Q2920266) (← links)
- Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation (Q2927635) (← links)
- Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS (Q2953309) (← links)
- Robust estimation and inference for bivariate line-fitting in allometry (Q3013949) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- On the Admissibility of Linear Estimators in a Multivariate Normal Distribution Under LINEX Loss Function (Q3058408) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Directional multivariate tests rejecting null and negative effects in all variables (Q3076079) (← links)
- The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables (Q3104336) (← links)
- A triangle test for equality of distribution functions in high dimensions (Q3106412) (← links)
- Lens data depth and median (Q3106442) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
- A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
- A Numerical Likelihood-Based Approach to Combining Correlation Matrices (Q3168380) (← links)
- Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data (Q3178490) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Variable Selection for Clustering with Gaussian Mixture Models (Q3183203) (← links)
- Inferences on a linear combination of <i>K</i> multivariate normal mean vectors (Q3183901) (← links)
- A panorama of positivity. II: Fixed dimension (Q3295975) (← links)
- Random positive operator valued measures (Q3298906) (← links)
- Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality (Q3378033) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- On Comparisons of Exact Powers of Bivariate GMANOVA Tests (Q3435988) (← links)
- Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality (Q3499062) (← links)
- EIGENVALUE DECOMPOSITION AS A GENERALIZED SYNCHRONIZATION CLUSTER ANALYSIS (Q3502392) (← links)
- Approximation of the Distribution of the Location Parameter in the Growth Curve Model (Q3505347) (← links)
- Screening for Multiple Target Detection (Q3518501) (← links)
- Real-Coded ECGA for Solving Decomposable Real-Valued Optimization Problems (Q3539193) (← links)
- Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436) (← links)
- Cluster Analysis for Stable Processes (Q3585265) (← links)
- Classification of Observations into One of Two Artificially Dichotomized Classes by Using a Normal Screening Variable (Q3622076) (← links)
- (Q3623845) (← links)
- Monitoring Variation in a Multivariate Process When the Dimension is Large Relative to the Sample Size (Q3631422) (← links)
- Testing the Equivalence of Generalized Variances in Multivariate Bioequivalence (Q3645022) (← links)
- Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension (Q3652713) (← links)
