The following pages link to (Q4420195):
Displaying 50 items.
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- Quantifying networks complexity from information geometry viewpoint (Q5171340) (← links)
- The Dantzig Discriminant Analysis with High Dimensional Data (Q5177600) (← links)
- Statistical and Knowledge Supported Visualization of Multivariate Data (Q5195006) (← links)
- Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis (Q5197363) (← links)
- Nonparametric tests of independence based on interpoint distances (Q5221306) (← links)
- A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
- Classification rules for two parameter exponential populations under order restrictions on parameters (Q5222424) (← links)
- Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding (Q5231504) (← links)
- Adaptive robust genetic association tests using case‐parents triad families (Q5257933) (← links)
- Confidence Intervals for the Normal Multiple Correlation (Q5265820) (← links)
- Best Linear Classification Rule for Multivariate Interval Screened Data (Q5265860) (← links)
- Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles (Q5274895) (← links)
- On Inverted Matrix Variate Gamma Distribution (Q5299058) (← links)
- Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial (Q5314582) (← links)
- Monitoring Nonlinear Profiles with Random Effects by Nonparametric Regression (Q5321967) (← links)
- Modular Encoding and Decoding Models Derived from Bayesian Canonical Correlation Analysis (Q5327199) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- Smallest eigenvalue density for regular or fixed-trace complex Wishart–Laguerre ensemble and entanglement in coupled kicked tops (Q5365167) (← links)
- On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic (Q5374055) (← links)
- (Q5385019) (← links)
- (Q5389903) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- A Modification on the Friedman Test Statistic (Q5436392) (← links)
- Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model (Q5438716) (← links)
- Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling's<i>T</i><sup>2</sup>Statistics Under Non Normality (Q5450538) (← links)
- Estimating the Rank of the Spectral Density Matrix (Q5467592) (← links)
- Optimum Critical Value for Pre-Test Estimator (Q5481620) (← links)
- Location‐invariant Multi‐sample <i>U</i>‐tests for Covariance Matrices with Large Dimension (Q5738838) (← links)
- Using observed confidence levels to perform principal component analyses (Q5739176) (← links)
- Predictive Algorithm for Detection of Microcracks from Macroscale Observables (Q5741197) (← links)
- Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix (Q5745760) (← links)
- On the reduction of a random basis (Q5851031) (← links)
- Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology (Q5861273) (← links)
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
- Testing simultaneously different covariance block diagonal structures – the multi-sample case (Q5861447) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- Multivariate nonparametric methods in two-way balanced designs: performances and limitations in small samples (Q5865405) (← links)
- Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions (Q5869308) (← links)
- Discriminant analysis with mixed non normal variables (Q5875193) (← links)
- Some inequalities for covariance with applications in statistics (Q5877849) (← links)
- Discussion on the paper ‘A review of distributed statistical inference’ (Q5880114) (← links)
- Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- On the Gaussian Mixture Representation of the Laplace Distribution (Q5882526) (← links)
- Equivalence between direct and indirect effects with different sets of intermediate variables and covariates (Q5963507) (← links)
