The following pages link to (Q4420195):
Displaying 50 items.
- Kurtosis tests for multivariate normality with monotone incomplete data (Q497862) (← links)
- Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates (Q503997) (← links)
- An approximation to the information matrix of exponential family finite mixtures (Q520563) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- Idea of constructing an image of Bayes action (Q537410) (← links)
- On information plus noise kernel random matrices (Q605943) (← links)
- Analysis of spatial distribution of marker expression in cells using boundary distance plots (Q614152) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
- Local kernel canonical correlation analysis with application to virtual drug screening (Q652382) (← links)
- Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (Q657559) (← links)
- Homogeneity testing via weighted affinity in multiparameter exponential families (Q670124) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Non-Gaussian linear mixing models for hyperspectral images (Q693844) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Multiple comparisons of several homoscedastic multivariate populations (Q734417) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- A best linear threshold classification with scale mixture of skew normal populations (Q736983) (← links)
- Classification into Kullback-Leibler balls in exponential families (Q739585) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- A convex optimization approach to high-dimensional sparse quadratic discriminant analysis (Q820816) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- A Gaussian sequence approach for proving minimaxity: a review (Q826979) (← links)
- Applying an approximation of the Anderson discriminant function and support vector machines for solving some classification tasks (Q827895) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Two-dimensional robust source localization under non-Gaussian noise (Q831594) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- On the Wick theorem for mixtures of centered Gaussian distributions (Q847905) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
- The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior (Q887462) (← links)
- Exact conditioning of Gaussian fields on wavelet coefficients (Q888353) (← links)
- Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
- Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
- Partial correlation with copula modeling (Q901505) (← links)
- Inference for singly imputed synthetic data based on posterior predictive sampling under multivariate normal and multiple linear regression models (Q904300) (← links)
- A comparison of tests for the one-way ANOVA problem for functional data (Q906140) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Moments of minors of Wishart matrices (Q955141) (← links)
