The following pages link to (Q4420195):
Displaying 50 items.
- Nonparametric estimation of the threshold at an operating point on the ROC curve (Q961940) (← links)
- A new class of spatial concentration measures (Q961952) (← links)
- Clustering rows and/or columns of a two-way contingency table and a related distribution theory (Q961959) (← links)
- Brownian distance covariance (Q965095) (← links)
- Approximate null distribution of the largest root in multivariate analysis (Q965131) (← links)
- Successive normalization of rectangular arrays (Q973881) (← links)
- Are a set of microarrays independent of each other? (Q985013) (← links)
- A CLT for regularized sample covariance matrices (Q1000301) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- On maximum likelihood estimation in factor analysis-an algebraic derivation (Q1016902) (← links)
- Effects of measurement errors in predictor selection of linear regression model (Q1019204) (← links)
- Correlation analysis of principal components from two populations (Q1020134) (← links)
- Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (Q1023601) (← links)
- Flat-jack tests and inverse analysis for the identification of stress states and elastic properties in concrete dams (Q1027855) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Statistical procedures for the market graph construction (Q1615123) (← links)
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses (Q1621324) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values (Q1623795) (← links)
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- Singular values for products of two coupled random matrices: hard edge phase transition (Q1647957) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Convergence of the reach for a sequence of Gaussian-embedded manifolds (Q1656546) (← links)
- Analysis of variance for high-dimensional time series (Q1656856) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
- A \(U\)-classifier for high-dimensional data under non-normality (Q1661350) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Robust multistratum baseline designs (Q1662064) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- Multivariate tests of uniformity (Q1685204) (← links)
- A hierarchical Bayes ensemble Kalman filter (Q1686738) (← links)
- New asymptotic results in principal component analysis (Q1688427) (← links)
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields (Q1692085) (← links)
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- Modelling the role of variables in model-based cluster analysis (Q1702292) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices (Q1710944) (← links)
- Wasserstein Riemannian geometry of Gaussian densities (Q1713654) (← links)
- Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
- Process monitoring using a generalized probabilistic linear latent variable model (Q1716441) (← links)
- Concentration of measure for radial distributions and consequences for statistical modeling (Q1726789) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- \(e\)PCA: high dimensional exponential family PCA (Q1728639) (← links)
- Variational inference for probabilistic Poisson PCA (Q1728678) (← links)
- Computation of maximum likelihood estimates in cyclic structural equation models (Q1731051) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
