The following pages link to (Q4420195):
Displaying 50 items.
- Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
- (Q5053309) (← links)
- (Q5054630) (← links)
- Alternative classification rules for two normal populations with a common mean and ordered variances (Q5055177) (← links)
- Anderson relaxation test for intrinsic dimension selection in model-based clustering (Q5055249) (← links)
- Computation of tolerance ellipses for bivariate and trivariate normal populations (Q5055259) (← links)
- A regression approach to the two-dataset problem (Q5058307) (← links)
- Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours (Q5065310) (← links)
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data (Q5066017) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- Hypothesis Testing in High-Dimensional Instrumental Variables Regression With an Application to Genomics Data (Q5067438) (← links)
- A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM (Q5069523) (← links)
- Directional monitoring and diagnosis for covariance matrices (Q5073412) (← links)
- (Q5074856) (← links)
- Asymptotic power comparison of <i>T</i><sup>2</sup>-type test and likelihood ratio test for a mean vector based on two-step monotone missing data (Q5077497) (← links)
- Testing independence in high-dimensional multivariate normal data (Q5078556) (← links)
- Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
- Covariate-adjusted Gaussian graphical model estimation with false discovery rate control (Q5079837) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- Improving <i>p</i>-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods (Q5082890) (← links)
- Precision matrix estimation under data contamination with an application to minimum variance portfolio selection (Q5082899) (← links)
- A Bayesian discriminant analysis method under semiparametric density ratio models (Q5082928) (← links)
- Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536) (← links)
- A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
- Classification by fiducial predictive density functions (Q5093706) (← links)
- Ensemble Markov Chain Monte Carlo with Teleporting Walkers (Q5097850) (← links)
- The characterization of Monte Carlo errors for the quantification of the value of forensic evidence (Q5106875) (← links)
- On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices (Q5108687) (← links)
- Inequalities in Statistics and Information Measures (Q5114174) (← links)
- Goodness of fit for generalized shrinkage estimation (Q5117971) (← links)
- Simultaneous Covariance Inference for Multimodal Integrative Analysis (Q5120666) (← links)
- Multivariate Capability Indices: Distributional and Inferential Properties (Q5123322) (← links)
- A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes (Q5124751) (← links)
- Bayesian–frequentist hybrid model with application to the analysis of gene copy number changes (Q5124819) (← links)
- Nonparametric test for the homogeneity of the overall variability (Q5124850) (← links)
- Simple moment-based inferences of generalized concordance correlation (Q5124871) (← links)
- A linear model-based test for the heterogeneity of conditional correlations (Q5124924) (← links)
- Interval estimators for reliability: the bivariate normal case (Q5126964) (← links)
- Comparing the mean vectors of two independent multivariate log-normal distributions (Q5128577) (← links)
- Optimal asymmetric classification procedures for interval-screened normal data (Q5128926) (← links)
- Things that make us different: analysis of deviance with time-use data (Q5129054) (← links)
- A comparison of different procedures for principal component analysis in the presence of outliers (Q5130287) (← links)
- Segmented classification analysis with a class of rectangle-screened elliptical populations (Q5130302) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)
- Uncertainty in functional principal component analysis (Q5138160) (← links)
- Multivariate analysis of variance for functional data (Q5138696) (← links)
- Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications (Q5146028) (← links)
- Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model (Q5148384) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- The Elements of Multi-Variate Analysis for Data Science (Q5158412) (← links)
